+188.9%
MCHP vs SYF
+255.8%
-66.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.7% |
| 7D | -2.1% | -5.5% | +3.4% | +0.9% |
| 30D | -11.1% | -3.9% | -7.3% | -9.4% |
| 3M | -18.1% | +8.9% | -27.0% | -22.1% |
| 6M | +10.8% | +16.2% | -5.4% | +1.5% |
| YTD | +14.2% | -8.4% | +22.7% | +17.8% |
| 1Y | +13.5% | +2.6% | +10.8% | +10.0% |
| 3Y | -2.0% | +156.4% | -158.4% | -41.1% |
| 5Y | +1.4% | +78.2% | -76.8% | -29.5% |
| All | +188.9% | +255.8% | -66.9% | +40.9% |
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