+445.3%
MP vs SONY
+77.7%
+367.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.3% |
| 7D | -2.9% | -1.2% | -1.7% | -2.3% |
| 30D | +13.8% | +9.4% | +4.4% | +8.1% |
| 3M | -16.7% | +10.5% | -27.2% | -22.1% |
| 6M | -11.5% | +11.7% | -23.2% | -17.9% |
| YTD | +7.9% | -4.1% | +12.0% | +8.9% |
| 1Y | -15.0% | -11.8% | -3.3% | -10.5% |
| 3Y | +153.5% | +45.9% | +107.6% | +78.1% |
| 5Y | +58.7% | +16.3% | +42.4% | +29.0% |
| All | +445.3% | +77.7% | +367.6% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling