+3,173.1%
VMC vs SONY
+516.6%
+2,656.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.5% |
| 7D | -0.5% | -5.2% | +4.6% | +0.8% |
| 30D | -9.1% | +0.3% | -9.4% | -9.2% |
| 3M | -4.1% | +6.2% | -10.4% | -6.0% |
| 6M | -5.5% | +9.5% | -15.1% | -8.4% |
| YTD | -8.9% | -8.1% | -0.8% | -7.6% |
| 1Y | -12.9% | -17.9% | +5.0% | -9.2% |
| 3Y | +22.1% | +41.5% | -19.4% | +8.1% |
| 5Y | +52.7% | +11.8% | +40.9% | +42.4% |
| 10Y | +152.7% | +275.4% | -122.7% | +67.4% |
| All | +3,173.1% | +516.6% | +2,656.5% | +1,655.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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