-5.3%
SYK vs MUB
+0.1%
-5.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +8.9% | +8.7% |
| 7D | +11.7% | +0.6% | +11.1% | +10.7% |
| 30D | +19.1% | +3.2% | +15.9% | +13.5% |
| 3M | +1.4% | -1.1% | +2.5% | +3.9% |
| 6M | +17.4% | -1.1% | +18.6% | +20.5% |
| YTD | -2.5% | -0.5% | -2.1% | -0.2% |
| 1Y | -5.3% | 0.0% | -5.3% | -3.7% |
| All | -5.3% | +0.1% | -5.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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