+227.0%
SYK vs MLM
+140.0%
+87.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -6.8% | -2.0% | -4.8% | -6.0% |
| 30D | +10.6% | +9.5% | +1.0% | +6.8% |
| 3M | -9.7% | -4.7% | -5.0% | -8.1% |
| 6M | +6.7% | -10.7% | +17.4% | +10.8% |
| YTD | -10.4% | -16.6% | +6.2% | -5.1% |
| 1Y | -14.0% | -15.4% | +1.4% | -9.6% |
| 3Y | +17.6% | +15.9% | +1.7% | +7.0% |
| 5Y | +24.6% | +27.1% | -2.6% | +7.0% |
| All | +227.0% | +140.0% | +87.1% | +100.3% |
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