+167.6%
SYK vs MCO
+385.7%
-218.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.1% |
| 7D | -12.3% | -7.3% | -5.0% | -8.6% |
| 30D | -22.4% | -1.7% | -20.7% | -21.7% |
| 3M | -12.3% | +3.9% | -16.3% | -14.3% |
| 6M | -24.3% | +3.8% | -28.1% | -26.1% |
| YTD | -22.8% | -7.9% | -14.9% | -20.3% |
| 1Y | -28.8% | -6.8% | -21.9% | -27.3% |
| 3Y | -4.0% | +40.9% | -44.9% | -24.2% |
| 5Y | +3.8% | +27.5% | -23.6% | -15.0% |
| All | +167.6% | +385.7% | -218.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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