+282.4%
MXL vs SONY
+241.9%
+40.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.7% |
| 7D | +19.0% | -4.9% | +23.9% | +21.7% |
| 30D | +4.5% | -1.6% | +6.1% | +5.0% |
| 3M | -1.5% | +10.0% | -11.5% | -8.9% |
| 6M | +348.6% | +8.4% | +340.2% | +313.5% |
| YTD | +310.3% | -8.4% | +318.7% | +313.9% |
| 1Y | +344.7% | -18.4% | +363.1% | +378.0% |
| 3Y | +211.2% | +41.0% | +170.2% | +151.8% |
| 5Y | +34.8% | +9.3% | +25.6% | +25.5% |
| 10Y | +286.5% | +281.7% | +4.8% | +121.7% |
| All | +282.4% | +241.9% | +40.5% | +99.5% |
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