+121.7%
MPC vs SONY
-18.5%
+140.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.2% | -4.9% | +8.1% | +3.8% |
| 30D | +25.0% | -1.6% | +26.6% | +25.2% |
| 3M | +55.2% | +10.0% | +45.2% | +53.2% |
| 6M | +86.4% | +8.4% | +78.0% | +84.9% |
| YTD | +148.5% | -8.4% | +156.9% | +157.2% |
| 1Y | +121.7% | -18.4% | +140.1% | +138.2% |
| All | +121.7% | -18.5% | +140.2% | +138.2% |
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