-5.4%
SYK vs MP
+147.7%
-153.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | -0.4% |
| 7D | -11.8% | -0.7% | -11.1% | -11.8% |
| 30D | -20.4% | -0.7% | -19.7% | -20.4% |
| 3M | -12.1% | 0.0% | -12.1% | -12.1% |
| 6M | -24.3% | -10.0% | -14.4% | -24.4% |
| YTD | -21.2% | +7.5% | -28.7% | -21.8% |
| 1Y | -29.2% | -14.0% | -15.2% | -29.6% |
| All | -5.4% | +147.7% | -153.1% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling