+16.5%
SYK vs MP
+147.3%
-130.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -6.1% | +2.3% | -8.4% | -6.1% |
| 30D | +12.8% | -15.3% | +28.1% | +12.8% |
| 3M | -8.1% | -33.5% | +25.4% | -8.1% |
| 6M | +13.5% | -45.5% | +59.0% | +13.9% |
| YTD | -8.5% | -27.3% | +18.8% | -9.0% |
| 1Y | -11.4% | -40.7% | +29.3% | -11.4% |
| All | +16.5% | +147.3% | -130.8% | +9.9% |
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