-40.7%
MP vs SONY
-10.0%
-30.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.9% |
| 7D | +2.3% | +2.1% | +0.2% | +1.6% |
| 30D | -15.3% | +9.2% | -24.5% | -17.9% |
| 3M | -33.5% | +12.2% | -45.7% | -36.4% |
| 6M | -45.5% | +24.4% | -69.9% | -50.3% |
| YTD | -27.3% | +3.5% | -30.8% | -29.3% |
| 1Y | -40.7% | -9.2% | -31.6% | -36.3% |
| All | -40.7% | -10.0% | -30.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling