+10.3%
SONY vs MDY
+46.3%
-36.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -2.7% | -1.9% | -0.8% | -1.3% |
| 30D | +1.5% | -4.6% | +6.2% | +5.0% |
| 3M | +13.0% | -1.2% | +14.2% | +13.6% |
| 6M | +11.2% | +9.2% | +2.0% | +3.6% |
| YTD | -6.6% | +13.1% | -19.7% | -15.3% |
| 1Y | -18.1% | +13.0% | -31.1% | -25.8% |
| 3Y | +42.1% | +49.2% | -7.1% | +2.5% |
| All | +10.3% | +46.3% | -36.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling