+2,968.0%
MPC vs SONY
+484.7%
+2,483.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.5% |
| 7D | -16.2% | +6.7% | -22.9% | -18.3% |
| 30D | -15.7% | +14.8% | -30.5% | -20.1% |
| 3M | +24.9% | +16.9% | +8.0% | +17.3% |
| 6M | +52.7% | +30.2% | +22.4% | +37.0% |
| YTD | +131.9% | +5.5% | +126.4% | +123.5% |
| 1Y | +96.6% | -4.6% | +101.2% | +96.6% |
| 3Y | +163.8% | +57.2% | +106.6% | +112.0% |
| 5Y | +533.1% | +12.1% | +521.1% | +466.8% |
| 10Y | +1,118.6% | +361.6% | +757.1% | +541.5% |
| All | +2,968.0% | +484.7% | +2,483.3% | +1,635.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling