-5.4%
SYK vs MPC
+171.8%
-177.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -11.8% | +3.2% | -15.0% | -12.0% |
| 30D | -20.4% | +25.0% | -45.4% | -21.6% |
| 3M | -12.1% | +55.2% | -67.2% | -15.0% |
| 6M | -24.3% | +86.4% | -110.7% | -28.3% |
| YTD | -21.2% | +148.5% | -169.7% | -28.3% |
| 1Y | -29.2% | +121.7% | -150.9% | -34.7% |
| All | -5.4% | +171.8% | -177.2% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling