+521.7%
SONY vs MTB
+8,245.1%
-7,723.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | -5.2% | +2.8% | -7.9% | -6.0% |
| 30D | +0.3% | -4.2% | +4.5% | +1.6% |
| 3M | +6.2% | +7.8% | -1.6% | +3.6% |
| 6M | +9.5% | +14.8% | -5.3% | +4.6% |
| YTD | -8.1% | +20.8% | -28.9% | -13.8% |
| 1Y | -17.9% | +23.1% | -41.0% | -23.7% |
| 3Y | +41.5% | +114.8% | -73.3% | +8.1% |
| 5Y | +11.8% | +103.3% | -91.4% | -15.6% |
| 10Y | +275.4% | +173.0% | +102.4% | +134.4% |
| All | +521.7% | +8,245.1% | -7,723.3% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling