-5.3%
SYK vs MP
-35.7%
+30.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -5.1% | +14.4% | +9.0% |
| 7D | +11.7% | -12.5% | +24.3% | +10.8% |
| 30D | +19.1% | -23.3% | +42.4% | +17.2% |
| 3M | +1.4% | -24.4% | +25.8% | +0.1% |
| 6M | +17.4% | -45.8% | +63.2% | +14.6% |
| YTD | -2.5% | -28.9% | +26.4% | -4.9% |
| 1Y | -5.3% | -34.6% | +29.3% | -7.6% |
| All | -5.3% | -35.7% | +30.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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