-17.3%
MCD vs SYK
-21.3%
+4.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -2.8% | -8.3% | +5.5% | -0.9% |
| 30D | -6.0% | -10.1% | +4.0% | -3.8% |
| 3M | -5.6% | +0.9% | -6.5% | -6.5% |
| 6M | -21.9% | -20.2% | -1.7% | -17.7% |
| YTD | -14.7% | -13.3% | -1.4% | -12.4% |
| 1Y | -17.3% | -22.3% | +5.1% | -10.6% |
| All | -17.3% | -21.3% | +4.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling