-15.8%
MCD vs SYK
-28.8%
+13.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | -2.5% | -12.3% | +9.8% | +0.1% |
| 30D | -7.0% | -22.4% | +15.4% | -2.0% |
| 3M | -9.8% | -12.3% | +2.5% | -8.0% |
| 6M | -21.8% | -24.3% | +2.5% | -17.4% |
| YTD | -15.6% | -22.8% | +7.2% | -11.4% |
| All | -15.8% | -28.8% | +13.0% | -9.1% |
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