+166.4%
MTZ vs SONY
+11.4%
+155.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.2% | +8.0% | +5.4% |
| 7D | +3.6% | -5.2% | +8.7% | +5.5% |
| 30D | -9.6% | +0.3% | -9.9% | -10.0% |
| 3M | -31.9% | +6.2% | -38.2% | -34.5% |
| 6M | -13.8% | +9.5% | -23.3% | -18.6% |
| YTD | +13.3% | -8.1% | +21.3% | +15.5% |
| 1Y | +39.3% | -17.9% | +57.2% | +49.2% |
| 3Y | +168.3% | +41.5% | +126.8% | +116.5% |
| 5Y | +166.4% | +11.8% | +154.6% | +133.2% |
| All | +166.4% | +11.4% | +155.0% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling