+1,014.6%
MU vs SONY
+11.0%
+1,003.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +12.3% |
| 7D | +2.0% | +2.1% | -0.1% | +0.2% |
| 30D | -18.0% | +9.2% | -27.2% | -22.5% |
| 3M | -6.6% | +12.2% | -18.8% | -13.6% |
| 6M | +2.0% | +24.4% | -22.4% | -12.8% |
| YTD | +184.5% | +3.5% | +181.0% | +171.3% |
| 1Y | +236.9% | -9.2% | +246.0% | +249.4% |
| 3Y | +987.0% | +55.6% | +931.4% | +681.0% |
| 5Y | +1,014.6% | +12.0% | +1,002.7% | +866.4% |
| All | +1,014.6% | +11.0% | +1,003.7% | +866.4% |
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 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