+167.6%
SYK vs MCK
+442.4%
-274.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.6% |
| 7D | -12.3% | -4.4% | -7.9% | -11.1% |
| 30D | -22.4% | -2.2% | -20.2% | -22.0% |
| 3M | -12.3% | +11.6% | -23.9% | -15.2% |
| 6M | -24.3% | -4.9% | -19.4% | -23.5% |
| YTD | -22.8% | +7.7% | -30.5% | -25.0% |
| 1Y | -28.8% | +25.2% | -54.0% | -34.0% |
| 3Y | -4.0% | +112.1% | -116.1% | -25.6% |
| 5Y | +3.8% | +345.8% | -342.0% | -37.4% |
| All | +167.6% | +442.4% | -274.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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