-29.8%
SYK vs MULL
+1,833.4%
-1,863.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.3% | +7.4% | -2.2% |
| 7D | -12.3% | +3.6% | -15.9% | -12.2% |
| 30D | -22.4% | +22.0% | -44.5% | -21.8% |
| 3M | -12.3% | -8.6% | -3.7% | -11.8% |
| 6M | -24.3% | +248.5% | -272.8% | -25.1% |
| YTD | -22.8% | +516.3% | -539.1% | -23.6% |
| All | -29.8% | +1,833.4% | -1,863.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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