+18.1%
MCHP vs SYK
-21.3%
+39.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.3% |
| 7D | +1.7% | -8.3% | +10.0% | +1.0% |
| 30D | -4.1% | -10.1% | +6.0% | -4.8% |
| 3M | -22.5% | +0.9% | -23.4% | -24.6% |
| 6M | +7.3% | -20.2% | +27.5% | +18.1% |
| YTD | +18.4% | -13.3% | +31.7% | +24.8% |
| 1Y | +18.1% | -22.3% | +40.5% | +29.7% |
| All | +18.1% | -21.3% | +39.4% | +29.7% |
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