+211.3%
MCD vs SYF
+219.4%
-8.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +5.9% | -4.3% | +10.2% | +6.9% |
| 30D | +19.6% | +1.0% | +18.6% | +19.4% |
| 3M | +3.3% | -6.4% | +9.7% | +4.5% |
| 6M | +3.5% | +1.0% | +2.5% | +2.8% |
| YTD | -6.1% | -10.7% | +4.6% | -4.8% |
| 1Y | -3.7% | +1.8% | -5.4% | -5.1% |
| 3Y | +13.4% | +165.8% | -152.5% | -14.1% |
| 5Y | +25.2% | +65.9% | -40.8% | +3.9% |
| 10Y | +211.3% | +206.0% | +5.3% | +93.4% |
| All | +211.3% | +219.4% | -8.2% | +93.4% |
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