+167.6%
SYK vs MLM
+209.3%
-41.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -12.3% | -1.3% | -11.1% | -11.9% |
| 30D | -22.4% | -9.1% | -13.3% | -19.6% |
| 3M | -12.3% | -9.0% | -3.4% | -9.5% |
| 6M | -24.3% | -17.0% | -7.3% | -19.3% |
| YTD | -22.8% | -19.0% | -3.8% | -17.4% |
| 1Y | -28.8% | -18.1% | -10.7% | -24.3% |
| 3Y | -4.0% | +16.7% | -20.6% | -12.7% |
| 5Y | +3.8% | +40.2% | -36.4% | -13.5% |
| All | +167.6% | +209.3% | -41.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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