+42.1%
SONY vs MDY
+48.5%
-6.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | -2.7% | -1.9% | -0.8% | -1.5% |
| 30D | +1.5% | -4.6% | +6.2% | +4.6% |
| 3M | +13.0% | -1.2% | +14.2% | +13.5% |
| 6M | +11.2% | +9.2% | +2.0% | +4.2% |
| YTD | -6.6% | +13.1% | -19.7% | -14.6% |
| 1Y | -18.1% | +13.0% | -31.1% | -25.1% |
| 3Y | +42.1% | +49.2% | -7.1% | +7.1% |
| All | +42.1% | +48.5% | -6.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling