+270.2%
MCD vs SYF
+340.9%
-70.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | -6.0% | +0.8% | -6.9% | -6.2% |
| 3M | -5.6% | +13.4% | -19.0% | -8.2% |
| 6M | -21.9% | +16.3% | -38.2% | -24.5% |
| YTD | -14.7% | -3.0% | -11.7% | -14.9% |
| 1Y | -17.3% | +5.7% | -23.0% | -19.1% |
| 3Y | -2.2% | +160.1% | -162.3% | -24.5% |
| 5Y | +20.3% | +88.5% | -68.2% | -2.6% |
| 10Y | +180.7% | +263.1% | -82.4% | +70.7% |
| All | +270.2% | +340.9% | -70.7% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling