+469.5%
SYK vs MPC
+3,004.9%
-2,535.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -12.3% | +1.2% | -13.5% | -12.6% |
| 30D | -22.4% | +17.0% | -39.4% | -25.3% |
| 3M | -12.3% | +49.5% | -61.8% | -20.7% |
| 6M | -24.3% | +83.5% | -107.8% | -35.3% |
| YTD | -22.8% | +144.1% | -166.9% | -38.7% |
| 1Y | -28.8% | +119.6% | -148.4% | -42.2% |
| 3Y | -4.0% | +168.1% | -172.0% | -27.8% |
| 5Y | +3.8% | +671.3% | -667.5% | -42.7% |
| 10Y | +172.8% | +1,152.3% | -979.5% | +19.5% |
| All | +469.5% | +3,004.9% | -2,535.5% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling