-4.5%
MDLZ vs SYK
-4.6%
+0.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.5% |
| 7D | +1.7% | -12.3% | +14.0% | +4.3% |
| 30D | +1.1% | -22.4% | +23.6% | +6.5% |
| 3M | -1.8% | -12.3% | +10.5% | +0.6% |
| 6M | +12.3% | -24.3% | +36.6% | +18.5% |
| YTD | +18.0% | -22.8% | +40.8% | +23.9% |
| 1Y | +3.8% | -28.8% | +32.6% | +10.8% |
| All | -4.5% | -4.6% | +0.1% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling