-19.9%
SYK vs MKC
-16.8%
-3.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +1.9% |
| 7D | -9.1% | -1.5% | -7.6% | -8.6% |
| 30D | -20.6% | -3.1% | -17.5% | -19.7% |
| 3M | -9.6% | +5.2% | -14.8% | -10.9% |
| 6M | -19.9% | -12.8% | -7.1% | -20.8% |
| All | -19.9% | -16.8% | -3.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 6mo: compounded portfolio wealth divided by compounded MKC 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…
6mo analysis · Full analysis span regression · 6 months rolling