+195.2%
MCD vs SYF
+176.2%
+19.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | +16.0% | -2.2% | +18.2% | +16.5% |
| 3M | 0.0% | -9.3% | +9.3% | +1.8% |
| 6M | +0.9% | +2.1% | -1.1% | +0.1% |
| YTD | -8.7% | -12.6% | +3.9% | -7.1% |
| 1Y | -8.6% | -3.4% | -5.1% | -8.9% |
| 3Y | +9.9% | +156.5% | -146.6% | -16.1% |
| 5Y | +22.6% | +59.6% | -36.9% | +2.8% |
| All | +195.2% | +176.2% | +19.1% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling