+286.6%
SONY vs MTB
+173.8%
+112.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | -4.8% | +6.3% | +2.7% |
| 3M | +13.0% | +6.0% | +7.1% | +11.3% |
| 6M | +11.2% | +19.6% | -8.4% | +6.3% |
| YTD | -6.6% | +21.5% | -28.1% | -11.2% |
| 1Y | -18.1% | +24.7% | -42.8% | -22.7% |
| 3Y | +42.1% | +108.6% | -66.5% | +16.9% |
| 5Y | +11.0% | +106.7% | -95.7% | -9.8% |
| All | +286.6% | +173.8% | +112.7% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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