+73.9%
MUB vs SONY
+204.8%
-130.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | -1.4% | +9.4% | -10.9% | -1.5% |
| 3M | -2.2% | +10.5% | -12.6% | -2.3% |
| 6M | -1.9% | +11.7% | -13.6% | -2.0% |
| YTD | -0.8% | -4.1% | +3.3% | -0.8% |
| 1Y | +2.7% | -11.8% | +14.5% | +2.8% |
| 3Y | +8.6% | +45.9% | -37.3% | +8.0% |
| 5Y | +2.0% | +16.3% | -14.2% | +1.6% |
| 10Y | +17.9% | +297.6% | -279.7% | +16.8% |
| All | +73.9% | +204.8% | -130.9% | +70.1% |
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