+30.0%
MTZ vs SONY
-10.8%
+40.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -11.1% | +9.4% | -20.5% | -11.5% |
| 3M | -36.7% | +10.5% | -47.2% | -37.0% |
| 6M | -21.9% | +11.7% | -33.6% | -23.3% |
| YTD | +9.1% | -4.1% | +13.2% | +11.5% |
| 1Y | +30.0% | -11.8% | +41.7% | +39.9% |
| All | +30.0% | -10.8% | +40.8% | +39.9% |
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 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