-5.3%
SYK vs MXL
+206.6%
-211.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -22.1% | +20.7% | -2.8% |
| 7D | +7.5% | -38.1% | +45.6% | +4.5% |
| 30D | +20.4% | -59.5% | +79.9% | +14.6% |
| 3M | -0.3% | -34.3% | +34.1% | -1.8% |
| 6M | +14.2% | -45.8% | +59.9% | +11.9% |
| YTD | -3.8% | +154.2% | -158.1% | -5.8% |
| 1Y | -5.3% | +192.1% | -197.4% | -7.4% |
| All | -5.3% | +206.6% | -211.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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