+459.0%
SONY vs MDY
+2,615.3%
-2,156.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.5% |
| 7D | -4.9% | -0.8% | -4.1% | -4.3% |
| 30D | -1.6% | -3.9% | +2.3% | +1.5% |
| 3M | +10.0% | 0.0% | +10.0% | +9.6% |
| 6M | +8.4% | +8.5% | -0.1% | +1.0% |
| YTD | -8.4% | +13.2% | -21.7% | -17.5% |
| 1Y | -18.4% | +15.0% | -33.4% | -27.4% |
| 3Y | +41.0% | +49.6% | -8.6% | +0.2% |
| 5Y | +9.3% | +46.0% | -36.7% | -21.4% |
| 10Y | +281.7% | +176.4% | +105.3% | +54.6% |
| All | +459.0% | +2,615.3% | -2,156.3% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling