+4.1%
MDLZ vs SYK
-21.3%
+25.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.7% | -8.3% | +6.6% | +0.2% |
| 30D | -2.1% | -10.1% | +7.9% | +0.2% |
| 3M | +1.3% | +0.9% | +0.4% | +1.3% |
| 6M | +6.2% | -20.2% | +26.4% | +11.3% |
| YTD | +15.8% | -13.3% | +29.1% | +19.7% |
| 1Y | +4.1% | -22.3% | +26.5% | +9.5% |
| All | +4.1% | -21.3% | +25.4% | +9.5% |
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