+22,282.0%
SYK vs MTB
+8,265.4%
+14,016.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -12.3% | -0.4% | -11.9% | -12.2% |
| 30D | -22.4% | -4.6% | -17.8% | -21.3% |
| 3M | -12.3% | +7.4% | -19.8% | -14.3% |
| 6M | -24.3% | +18.7% | -43.0% | -28.3% |
| YTD | -22.8% | +21.1% | -43.8% | -27.4% |
| 1Y | -28.8% | +24.1% | -52.8% | -33.7% |
| 3Y | -4.0% | +115.3% | -119.3% | -26.4% |
| 5Y | +3.8% | +106.0% | -102.2% | -21.8% |
| 10Y | +172.8% | +171.6% | +1.2% | +78.9% |
| All | +22,282.0% | +8,265.4% | +14,016.6% | +4,796.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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