+20.8%
MCD vs SYF
+60.4%
-39.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.6% | -2.0% | +0.4% | -1.5% |
| 30D | +14.1% | +1.2% | +12.9% | +14.0% |
| 3M | +0.6% | -9.4% | +10.0% | +1.4% |
| 6M | 0.0% | +4.4% | -4.4% | -0.5% |
| YTD | -9.3% | -11.9% | +2.7% | -8.6% |
| 1Y | -9.3% | -0.4% | -8.9% | -9.7% |
| 3Y | +8.6% | +159.6% | -151.0% | -6.3% |
| All | +20.8% | +60.4% | -39.6% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling