+102.7%
SYK vs MDB
+986.0%
-883.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | -11.8% | -4.5% | -7.3% | -11.3% |
| 30D | -20.4% | -14.0% | -6.4% | -19.1% |
| 3M | -12.1% | +5.3% | -17.4% | -13.1% |
| 6M | -24.3% | +31.9% | -56.2% | -27.9% |
| YTD | -21.2% | -14.6% | -6.6% | -21.5% |
| 1Y | -29.2% | +8.2% | -37.4% | -31.9% |
| 3Y | -2.1% | -5.0% | +2.9% | -8.9% |
| 5Y | +4.7% | -24.5% | +29.3% | -6.9% |
| All | +102.7% | +986.0% | -883.3% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling