+265.1%
MU vs SONY
-6.4%
+271.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.2% | -9.2% | -6.7% |
| 7D | -19.1% | +2.9% | -22.0% | -18.8% |
| 30D | -25.2% | +10.2% | -35.5% | -24.8% |
| 3M | -10.9% | +16.1% | -27.0% | -10.9% |
| 6M | +38.0% | +32.1% | +5.9% | +31.5% |
| YTD | +178.8% | +1.4% | +177.5% | +207.4% |
| 1Y | +265.1% | -7.0% | +272.2% | +327.9% |
| All | +265.1% | -6.4% | +271.5% | +327.9% |
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