+753.2%
MTZ vs SONY
+276.5%
+476.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +2.3% | -4.9% | +7.2% | +4.3% |
| 30D | -10.3% | -1.6% | -8.7% | -10.0% |
| 3M | -31.8% | +10.0% | -41.8% | -35.5% |
| 6M | -19.2% | +8.4% | -27.6% | -23.5% |
| YTD | +10.7% | -8.4% | +19.2% | +12.7% |
| 1Y | +37.5% | -18.4% | +55.9% | +46.9% |
| 3Y | +162.4% | +41.0% | +121.4% | +113.7% |
| 5Y | +166.3% | +9.3% | +157.1% | +136.9% |
| 10Y | +753.2% | +281.7% | +471.5% | +427.6% |
| All | +753.2% | +276.5% | +476.7% | +427.6% |
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