+6,367.0%
MCD vs SYK
+25,648.3%
-19,281.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.6% | -5.0% | +3.3% | -0.6% |
| 30D | +14.1% | +9.9% | +4.2% | +11.8% |
| 3M | +0.6% | -8.9% | +9.5% | +2.4% |
| 6M | 0.0% | +3.1% | -3.1% | -1.2% |
| YTD | -9.3% | -11.1% | +1.9% | -7.7% |
| 1Y | -9.3% | -16.2% | +6.9% | -6.6% |
| 3Y | +8.6% | +13.2% | -4.6% | +4.4% |
| 5Y | +21.9% | +23.5% | -1.6% | +13.8% |
| 10Y | +202.8% | +213.3% | -10.6% | +135.2% |
| All | +6,367.0% | +25,648.3% | -19,281.3% | +2,077.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling