+7,764.3%
MDT vs SYK
+22,282.0%
-14,517.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -1.6% | -12.3% | +10.7% | +3.2% |
| 30D | +1.0% | -22.4% | +23.5% | +10.9% |
| 3M | +15.2% | -12.3% | +27.5% | +20.6% |
| 6M | +3.7% | -24.3% | +28.0% | +14.5% |
| YTD | -3.0% | -22.8% | +19.8% | +6.3% |
| 1Y | +2.5% | -28.8% | +31.2% | +15.6% |
| 3Y | +26.5% | -4.0% | +30.4% | +26.8% |
| 5Y | -18.3% | +3.8% | -22.1% | -21.0% |
| 10Y | +40.2% | +172.8% | -132.6% | -2.7% |
| All | +7,764.3% | +22,282.0% | -14,517.7% | +1,470.7% |
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