+95.9%
MTZ vs SONY
+11.8%
+84.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.5% |
| 7D | -2.4% | +6.1% | -8.5% | -4.8% |
| 30D | -11.1% | +12.2% | -23.3% | -15.3% |
| 3M | -30.6% | +15.3% | -46.0% | -34.9% |
| 6M | -54.4% | +34.3% | -88.7% | -60.6% |
| YTD | -13.0% | +5.7% | -18.7% | -16.3% |
| 1Y | -5.7% | -2.3% | -3.3% | -6.0% |
| 3Y | +297.2% | +67.1% | +230.0% | +197.1% |
| 5Y | +95.9% | +13.0% | +82.9% | +64.0% |
| All | +95.9% | +11.8% | +84.1% | +64.0% |
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