+40,890.7%
MCHP vs SYK
+10,756.4%
+30,134.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -2.1% | -12.3% | +10.2% | +2.8% |
| 30D | -11.1% | -22.4% | +11.3% | -2.4% |
| 3M | -18.1% | -12.3% | -5.7% | -15.5% |
| 6M | +10.8% | -24.3% | +35.1% | +20.5% |
| YTD | +14.2% | -22.8% | +37.0% | +23.3% |
| 1Y | +13.5% | -28.8% | +42.2% | +26.2% |
| 3Y | -2.0% | -4.0% | +2.0% | -2.2% |
| 5Y | +1.4% | +3.8% | -2.5% | -1.8% |
| 10Y | +195.5% | +172.8% | +22.7% | +108.8% |
| All | +40,890.7% | +10,756.4% | +30,134.2% | +11,829.9% |
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