+1,311.3%
MU vs SYK
-4.6%
+1,315.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.7% |
| 7D | +2.0% | -12.3% | +14.3% | +3.6% |
| 30D | +12.5% | -22.4% | +35.0% | +16.0% |
| 3M | +9.6% | -12.3% | +21.9% | +8.9% |
| 6M | +142.6% | -24.3% | +166.9% | +159.4% |
| YTD | +242.7% | -22.8% | +265.4% | +261.8% |
| 1Y | +599.3% | -28.8% | +628.0% | +670.8% |
| All | +1,311.3% | -4.6% | +1,315.9% | +1,296.6% |
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