+118.8%
MRVL vs SONY
+12.1%
+106.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -5.7% |
| 7D | +11.0% | +0.3% | +10.8% | +10.7% |
| 30D | -36.1% | +11.1% | -47.2% | -42.1% |
| 3M | -29.4% | +14.7% | -44.1% | -38.4% |
| 6M | -11.9% | +18.8% | -30.6% | -26.7% |
| YTD | +84.8% | +5.7% | +79.0% | +68.9% |
| 1Y | +79.4% | -8.1% | +87.5% | +85.3% |
| 3Y | +195.7% | +64.0% | +131.8% | +70.3% |
| All | +118.8% | +12.1% | +106.8% | +86.9% |
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