+104.7%
MPC vs SONY
-10.0%
+114.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.4% |
| 7D | +2.6% | +2.1% | +0.5% | +2.6% |
| 30D | -12.2% | +9.2% | -21.4% | -12.5% |
| 3M | +20.1% | +12.2% | +7.9% | +19.2% |
| 6M | +60.6% | +24.4% | +36.2% | +58.2% |
| YTD | +150.6% | +3.5% | +147.1% | +158.3% |
| 1Y | +104.7% | -9.2% | +113.8% | +120.0% |
| All | +104.7% | -10.0% | +114.6% | +120.0% |
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