+349.5%
MTUM vs SONY
+293.1%
+56.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | +0.7% | -2.7% | +3.4% | +1.7% |
| 30D | -2.4% | +1.5% | -4.0% | -3.2% |
| 3M | -3.6% | +13.0% | -16.6% | -8.9% |
| 6M | +23.7% | +11.2% | +12.4% | +17.3% |
| YTD | +22.9% | -6.6% | +29.6% | +24.5% |
| 1Y | +21.8% | -18.1% | +39.9% | +29.3% |
| 3Y | +114.4% | +42.1% | +72.4% | +77.9% |
| 5Y | +79.6% | +11.0% | +68.5% | +62.1% |
| All | +349.5% | +293.1% | +56.4% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling