+98.6%
MMM vs SYK
-2.6%
+101.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.7% |
| 7D | -2.1% | -9.1% | +7.0% | +0.5% |
| 30D | -9.8% | -20.6% | +10.8% | -3.6% |
| 3M | +4.9% | -9.6% | +14.5% | +6.9% |
| 6M | +7.3% | -19.9% | +27.2% | +14.1% |
| YTD | +4.5% | -21.2% | +25.7% | +11.3% |
| 1Y | +5.4% | -28.4% | +33.8% | +16.6% |
| 3Y | +98.6% | -5.3% | +103.9% | +95.6% |
| All | +98.6% | -2.6% | +101.2% | +95.6% |
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