+302.4%
MXL vs SONY
+293.1%
+9.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +6.5% |
| 7D | +18.9% | -2.7% | +21.5% | +20.8% |
| 30D | +0.3% | +1.5% | -1.2% | -1.1% |
| 3M | -8.0% | +13.0% | -21.0% | -18.8% |
| 6M | +341.2% | +11.2% | +330.0% | +287.9% |
| YTD | +327.8% | -6.6% | +334.5% | +328.2% |
| 1Y | +364.9% | -18.1% | +383.0% | +414.3% |
| 3Y | +229.2% | +42.1% | +187.2% | +137.7% |
| 5Y | +42.8% | +11.0% | +31.7% | +24.4% |
| All | +302.4% | +293.1% | +9.4% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling