+2,479.7%
MTZ vs SONY
+594.1%
+1,885.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.9% |
| 7D | +12.9% | +2.1% | +10.8% | +11.8% |
| 30D | -8.5% | +9.2% | -17.7% | -11.9% |
| 3M | -30.6% | +12.2% | -42.8% | -34.0% |
| 6M | -55.1% | +24.4% | -79.5% | -59.4% |
| YTD | -13.0% | +3.5% | -16.4% | -16.1% |
| 1Y | -4.3% | -9.2% | +4.9% | -3.4% |
| 3Y | +284.0% | +55.6% | +228.4% | +214.8% |
| 5Y | +97.7% | +12.0% | +85.7% | +79.7% |
| 10Y | +444.4% | +363.7% | +80.7% | +196.2% |
| All | +2,479.7% | +594.1% | +1,885.6% | +974.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling