-11.4%
SYK vs MLM
-14.6%
+3.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -6.1% | -5.8% | -0.3% | -4.4% |
| 30D | +12.8% | +9.8% | +3.0% | +10.0% |
| 3M | -8.1% | -5.2% | -3.0% | -7.1% |
| 6M | +13.5% | -10.3% | +23.8% | +15.5% |
| YTD | -8.5% | -15.5% | +6.9% | -7.3% |
| 1Y | -11.4% | -15.0% | +3.7% | -10.6% |
| All | -11.4% | -14.6% | +3.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling