+7,978.0%
SYK vs MCO
+7,284.8%
+693.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.5% |
| 7D | -12.3% | -7.3% | -5.0% | -10.1% |
| 30D | -22.4% | -1.7% | -20.7% | -22.0% |
| 3M | -12.3% | +3.9% | -16.3% | -13.4% |
| 6M | -24.3% | +3.8% | -28.1% | -25.3% |
| YTD | -22.8% | -7.9% | -14.9% | -21.2% |
| 1Y | -28.8% | -6.8% | -21.9% | -27.7% |
| 3Y | -4.0% | +40.9% | -44.9% | -15.3% |
| 5Y | +3.8% | +27.5% | -23.6% | -6.1% |
| 10Y | +172.8% | +381.4% | -208.6% | +69.1% |
| All | +7,978.0% | +7,284.8% | +693.2% | +2,364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling