+79.2%
SYK vs MP
+291.5%
-212.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.0% |
| 7D | -5.0% | +9.5% | -14.4% | -5.4% |
| 30D | +9.9% | -3.0% | +12.9% | +10.0% |
| 3M | -8.9% | -30.4% | +21.4% | -7.5% |
| 6M | +3.1% | -39.2% | +42.3% | +5.1% |
| YTD | -11.1% | -23.3% | +12.1% | -11.4% |
| 1Y | -16.2% | -32.6% | +16.5% | -15.8% |
| 3Y | +13.2% | +159.3% | -146.1% | -3.4% |
| 5Y | +23.5% | -16.4% | +39.9% | +13.8% |
| All | +79.2% | +291.5% | -212.3% | +41.3% |
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