+98.7%
SYK vs MDB
+1,032.9%
-934.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.5% |
| 7D | -12.3% | -2.8% | -9.6% | -12.0% |
| 30D | -22.4% | -14.9% | -7.6% | -21.2% |
| 3M | -12.3% | +7.3% | -19.7% | -13.6% |
| 6M | -24.3% | +38.2% | -62.5% | -28.3% |
| YTD | -22.8% | -10.9% | -11.8% | -23.4% |
| 1Y | -28.8% | +11.6% | -40.4% | -31.8% |
| 3Y | -4.0% | -0.9% | -3.1% | -11.1% |
| 5Y | +3.8% | -23.5% | +27.4% | -7.8% |
| All | +98.7% | +1,032.9% | -934.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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