+117.2%
MPC vs SONY
-6.4%
+123.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.3% | -8.2% |
| 7D | -10.9% | +2.9% | -13.8% | -11.1% |
| 30D | -9.4% | +10.2% | -19.6% | -10.0% |
| 3M | +26.0% | +16.1% | +9.8% | +24.2% |
| 6M | +56.5% | +32.1% | +24.4% | +52.4% |
| YTD | +144.3% | +1.4% | +142.9% | +153.8% |
| 1Y | +117.2% | -7.0% | +124.3% | +133.2% |
| All | +117.2% | -6.4% | +123.6% | +133.2% |
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