+400.7%
SYK vs MUB
+74.1%
+326.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -12.3% | -1.2% | -11.1% | -11.7% |
| 30D | -22.4% | -2.8% | -19.7% | -21.2% |
| 3M | -12.3% | -3.1% | -9.3% | -10.8% |
| 6M | -24.3% | -2.9% | -21.4% | -23.1% |
| YTD | -22.8% | -2.0% | -20.7% | -21.9% |
| 1Y | -28.8% | 0.0% | -28.8% | -28.7% |
| 3Y | -4.0% | +7.4% | -11.4% | -7.3% |
| 5Y | +3.8% | +0.8% | +3.1% | +2.9% |
| 10Y | +172.8% | +16.7% | +156.1% | +162.5% |
| All | +400.7% | +74.1% | +326.7% | +334.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling