+678.6%
MPC vs SONY
+11.4%
+667.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +3.3% |
| 7D | +3.9% | -5.2% | +9.0% | +5.2% |
| 30D | +33.8% | +0.3% | +33.5% | +33.5% |
| 3M | +49.9% | +6.2% | +43.6% | +47.1% |
| 6M | +80.9% | +9.5% | +71.4% | +75.5% |
| YTD | +147.4% | -8.1% | +155.5% | +151.6% |
| 1Y | +123.2% | -17.9% | +141.1% | +133.9% |
| 3Y | +171.7% | +41.5% | +130.2% | +141.5% |
| 5Y | +678.6% | +11.8% | +666.7% | +586.2% |
| All | +678.6% | +11.4% | +667.2% | +586.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling