+297.2%
MTZ vs SONY
+59.5%
+237.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.5% |
| 7D | -2.4% | +6.1% | -8.5% | -4.0% |
| 30D | -11.1% | +12.2% | -23.3% | -14.0% |
| 3M | -30.6% | +15.3% | -46.0% | -33.6% |
| 6M | -54.4% | +34.3% | -88.7% | -59.2% |
| YTD | -13.0% | +5.7% | -18.7% | -14.6% |
| 1Y | -5.7% | -2.3% | -3.3% | -4.5% |
| 3Y | +297.2% | +67.1% | +230.0% | +237.6% |
| All | +297.2% | +59.5% | +237.6% | +237.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling