+5,982.8%
MCD vs SYK
+22,814.2%
-16,831.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.8% | +8.9% | +1.9% |
| 7D | -2.0% | -12.9% | +10.9% | +0.7% |
| 30D | -6.1% | -18.5% | +12.3% | -2.2% |
| 3M | -7.3% | -8.1% | +0.8% | -6.0% |
| 6M | -20.9% | -23.8% | +2.8% | -16.8% |
| YTD | -14.7% | -20.9% | +6.3% | -11.0% |
| 1Y | -16.1% | -29.0% | +12.8% | -10.5% |
| 3Y | -1.5% | -1.7% | +0.2% | -2.5% |
| 5Y | +20.4% | +4.0% | +16.5% | +16.6% |
| 10Y | +180.0% | +168.8% | +11.2% | +124.3% |
| All | +5,982.8% | +22,814.2% | -16,831.4% | +2,000.9% |
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