+254.1%
MP vs SONY
+95.3%
+158.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +6.0% |
| 7D | -10.5% | +6.7% | -17.2% | -14.0% |
| 30D | -23.5% | +14.8% | -38.3% | -29.7% |
| 3M | -25.4% | +16.9% | -42.3% | -32.2% |
| 6M | -51.3% | +30.2% | -81.5% | -59.0% |
| YTD | -29.9% | +5.5% | -35.4% | -33.4% |
| 1Y | -31.8% | -4.6% | -27.3% | -31.5% |
| 3Y | +127.0% | +57.2% | +69.8% | +52.7% |
| 5Y | -3.3% | +12.1% | -15.3% | -22.1% |
| All | +254.1% | +95.3% | +158.8% | +165.4% |
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