+457.4%
MDLZ vs SYK
+1,193.9%
-736.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.8% | +9.4% | +3.3% |
| 7D | 0.0% | -12.9% | +12.9% | +4.2% |
| 30D | -1.6% | -18.5% | +16.9% | +4.5% |
| 3M | +0.9% | -8.1% | +9.0% | +2.9% |
| 6M | +7.3% | -23.8% | +31.1% | +15.7% |
| YTD | +16.4% | -20.9% | +37.4% | +23.8% |
| 1Y | +3.0% | -29.0% | +31.9% | +13.1% |
| 3Y | -3.7% | -1.7% | -2.0% | -5.8% |
| 5Y | +15.6% | +4.0% | +11.7% | +9.2% |
| 10Y | +79.0% | +168.8% | -89.8% | +21.7% |
| All | +457.4% | +1,193.9% | -736.5% | +144.2% |
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