+25.3%
MMM vs SYK
+3.4%
+21.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.3% |
| 7D | -3.2% | -12.3% | +9.1% | +1.1% |
| 30D | -10.7% | -22.4% | +11.8% | -2.7% |
| 3M | +4.3% | -12.3% | +16.6% | +8.0% |
| 6M | +5.9% | -24.3% | +30.2% | +15.7% |
| YTD | +3.2% | -22.8% | +25.9% | +11.4% |
| 1Y | +8.0% | -28.8% | +36.8% | +20.4% |
| 3Y | +99.1% | -4.0% | +103.1% | +96.1% |
| All | +25.3% | +3.4% | +21.9% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling