+604.3%
MTUM vs SONY
+687.6%
-83.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | +0.7% | -2.7% | +3.4% | +1.5% |
| 30D | -2.4% | +1.5% | -4.0% | -3.1% |
| 3M | -3.6% | +13.0% | -16.6% | -8.0% |
| 6M | +23.7% | +11.2% | +12.4% | +18.4% |
| YTD | +22.9% | -6.6% | +29.6% | +24.2% |
| 1Y | +21.8% | -18.1% | +39.9% | +27.8% |
| 3Y | +114.4% | +42.1% | +72.4% | +85.5% |
| 5Y | +79.6% | +11.0% | +68.5% | +65.5% |
| 10Y | +356.2% | +289.2% | +67.1% | +203.5% |
| All | +604.3% | +687.6% | -83.3% | +310.4% |
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