+265.1%
MU vs SYK
-4.2%
+269.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.4% | -16.4% | -2.4% |
| 7D | -19.1% | +11.7% | -30.8% | -14.0% |
| 30D | -25.2% | +19.1% | -44.3% | -17.9% |
| 3M | -10.9% | +1.4% | -12.3% | -9.4% |
| 6M | +38.0% | +17.4% | +20.5% | +48.9% |
| YTD | +178.8% | -2.5% | +181.4% | +222.0% |
| 1Y | +265.1% | -5.3% | +270.4% | +314.0% |
| All | +265.1% | -4.2% | +269.3% | +314.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling