+81.8%
MDLZ vs SYK
+173.6%
-91.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.7% |
| 7D | +1.7% | -12.3% | +14.0% | +5.9% |
| 30D | +1.1% | -22.4% | +23.6% | +9.6% |
| 3M | -1.8% | -12.3% | +10.5% | +1.8% |
| 6M | +12.3% | -24.3% | +36.6% | +21.9% |
| YTD | +18.0% | -22.8% | +40.8% | +27.0% |
| 1Y | +3.8% | -28.8% | +32.6% | +14.7% |
| 3Y | -2.4% | -4.0% | +1.6% | -4.4% |
| 5Y | +18.4% | +3.8% | +14.6% | +10.2% |
| All | +81.8% | +173.6% | -91.8% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling