+4.7%
SYK vs MLM
+40.7%
-36.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -11.8% | -2.7% | -9.1% | -10.9% |
| 30D | -20.4% | -8.3% | -12.0% | -17.7% |
| 3M | -12.1% | -12.0% | -0.1% | -8.0% |
| 6M | -24.3% | -17.6% | -6.7% | -19.0% |
| YTD | -21.2% | -18.9% | -2.4% | -15.9% |
| 1Y | -29.2% | -17.6% | -11.5% | -24.9% |
| 3Y | -2.1% | +16.8% | -18.8% | -13.4% |
| 5Y | +4.7% | +41.0% | -36.3% | -16.5% |
| All | +4.7% | +40.7% | -36.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling