-29.8%
SYK vs MPC
+118.9%
-148.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.2% |
| 7D | -12.3% | +1.2% | -13.5% | -12.2% |
| 30D | -22.4% | +17.0% | -39.4% | -21.2% |
| 3M | -12.3% | +49.5% | -61.8% | -9.0% |
| 6M | -24.3% | +83.5% | -107.8% | -19.4% |
| YTD | -22.8% | +144.1% | -166.9% | -16.8% |
| All | -29.8% | +118.9% | -148.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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