+13.2%
SYK vs MPC
+203.2%
-190.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -5.0% | +11.2% | -16.2% | -5.1% |
| 30D | +9.9% | -14.5% | +24.4% | +10.5% |
| 3M | -8.9% | +16.7% | -25.6% | -9.8% |
| 6M | +3.1% | +67.6% | -64.5% | -0.4% |
| YTD | -11.1% | +157.9% | -169.1% | -18.2% |
| 1Y | -16.2% | +116.7% | -132.8% | -21.1% |
| 3Y | +13.2% | +199.8% | -186.6% | +2.6% |
| All | +13.2% | +203.2% | -190.1% | +2.6% |
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