+5,744.5%
MU vs SYK
+173.6%
+5,570.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -3.9% |
| 7D | +2.0% | -12.3% | +14.3% | +9.1% |
| 30D | +12.5% | -22.4% | +35.0% | +28.1% |
| 3M | +9.6% | -12.3% | +21.9% | +13.1% |
| 6M | +142.6% | -24.3% | +166.9% | +170.0% |
| YTD | +242.7% | -22.8% | +265.4% | +275.9% |
| 1Y | +599.3% | -28.8% | +628.0% | +702.9% |
| 3Y | +1,308.3% | -4.0% | +1,312.3% | +1,219.7% |
| 5Y | +1,263.7% | +3.8% | +1,259.9% | +1,091.8% |
| All | +5,744.5% | +173.6% | +5,570.9% | +2,849.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling