+37.5%
MTZ vs SONY
-18.5%
+56.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +2.3% | -4.9% | +7.2% | +2.4% |
| 30D | -10.3% | -1.6% | -8.7% | -10.4% |
| 3M | -31.8% | +10.0% | -41.8% | -33.0% |
| 6M | -19.2% | +8.4% | -27.6% | -21.0% |
| YTD | +10.7% | -8.4% | +19.2% | +13.7% |
| 1Y | +37.5% | -18.4% | +55.9% | +49.8% |
| All | +37.5% | -18.5% | +56.0% | +49.8% |
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