+173.4%
MPC vs SONY
+46.4%
+127.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +5.4% | -1.2% | +6.6% | +5.7% |
| 30D | +31.0% | +9.4% | +21.5% | +28.6% |
| 3M | +46.0% | +10.5% | +35.5% | +43.0% |
| 6M | +77.3% | +11.7% | +65.6% | +72.9% |
| YTD | +141.9% | -4.1% | +146.0% | +144.3% |
| 1Y | +120.9% | -11.8% | +132.7% | +127.4% |
| All | +173.4% | +46.4% | +127.1% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling