-5.3%
SYK vs MDB
-5.2%
-0.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.2% |
| 7D | -9.1% | -1.8% | -7.3% | -9.0% |
| 30D | -20.6% | -17.3% | -3.4% | -19.8% |
| 3M | -9.6% | +2.2% | -11.8% | -10.0% |
| 6M | -19.9% | +33.9% | -53.7% | -21.9% |
| YTD | -21.2% | -13.7% | -7.5% | -21.1% |
| 1Y | -28.4% | +9.1% | -37.5% | -29.8% |
| 3Y | -5.3% | -8.1% | +2.8% | -7.9% |
| All | -5.3% | -5.2% | -0.2% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling