+9.3%
SONY vs MTB
+101.1%
-91.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -5.8% | -0.4% | -5.3% | -5.7% |
| 30D | -0.4% | -4.6% | +4.2% | +0.7% |
| 3M | +13.3% | +7.4% | +5.9% | +11.2% |
| 6M | +8.5% | +18.7% | -10.2% | +3.7% |
| YTD | -8.1% | +21.1% | -29.2% | -12.8% |
| 1Y | -17.9% | +24.1% | -42.0% | -22.7% |
| 3Y | +41.4% | +115.3% | -73.9% | +13.8% |
| 5Y | +9.3% | +106.0% | -96.7% | -8.7% |
| All | +9.3% | +101.1% | -91.8% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling