+22,282.0%
SYK vs MKC
+3,311.3%
+18,970.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -12.3% | -2.8% | -9.5% | -11.5% |
| 30D | -22.4% | -3.4% | -19.1% | -21.6% |
| 3M | -12.3% | +3.8% | -16.1% | -13.4% |
| 6M | -24.3% | -17.9% | -6.4% | -19.8% |
| YTD | -22.8% | -23.6% | +0.9% | -16.6% |
| 1Y | -28.8% | -23.1% | -5.7% | -23.4% |
| 3Y | -4.0% | -31.5% | +27.5% | +5.6% |
| 5Y | +3.8% | -33.1% | +36.9% | +14.0% |
| 10Y | +172.8% | +29.3% | +143.5% | +139.7% |
| All | +22,282.0% | +3,311.3% | +18,970.7% | +8,031.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling