+55.8%
SYK vs MP
+418.4%
-362.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.7% |
| 7D | -12.3% | -4.6% | -7.8% | -12.1% |
| 30D | -22.4% | -7.1% | -15.3% | -22.2% |
| 3M | -12.3% | -4.0% | -8.4% | -12.4% |
| 6M | -24.3% | -16.7% | -7.6% | -24.2% |
| YTD | -22.8% | +1.6% | -24.3% | -23.9% |
| 1Y | -28.8% | -17.8% | -11.0% | -29.5% |
| 3Y | -4.0% | +139.6% | -143.6% | -16.2% |
| 5Y | +3.8% | +50.5% | -46.6% | -6.6% |
| All | +55.8% | +418.4% | -362.6% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling