-14.3%
MTZ vs SONY
-6.4%
-7.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.2% | -17.6% | -15.1% |
| 7D | -7.4% | +2.9% | -10.3% | -7.0% |
| 30D | -23.6% | +10.2% | -33.8% | -23.0% |
| 3M | -38.3% | +16.1% | -54.4% | -37.9% |
| 6M | -60.6% | +32.1% | -92.7% | -62.2% |
| YTD | -22.9% | +1.4% | -24.3% | -21.3% |
| 1Y | -14.3% | -7.0% | -7.2% | -10.8% |
| All | -14.3% | -6.4% | -7.9% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling