+9,171.9%
SYK vs MLM
+2,961.7%
+6,210.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -8.3% | -2.9% | -5.4% | -7.6% |
| 30D | -10.1% | -6.8% | -3.2% | -8.3% |
| 3M | +0.9% | -11.2% | +12.1% | +4.2% |
| 6M | -20.2% | -21.8% | +1.6% | -14.8% |
| YTD | -13.3% | -17.0% | +3.7% | -9.3% |
| 1Y | -22.3% | -16.4% | -6.0% | -19.0% |
| 3Y | +9.7% | +14.5% | -4.7% | +3.4% |
| 5Y | +15.4% | +41.7% | -26.3% | +1.6% |
| 10Y | +192.9% | +200.0% | -7.2% | +102.4% |
| All | +9,171.9% | +2,961.7% | +6,210.1% | +3,715.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling