+0.7%
MCHP vs SYF
+155.9%
-155.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.2% |
| 7D | 0.0% | -4.9% | +5.0% | +3.2% |
| 30D | -6.0% | -4.3% | -1.7% | -3.6% |
| 3M | -19.7% | +5.5% | -25.2% | -22.9% |
| 6M | +14.0% | +17.5% | -3.5% | +1.6% |
| YTD | +18.4% | -7.8% | +26.2% | +22.2% |
| 1Y | +17.1% | +1.6% | +15.5% | +13.0% |
| 3Y | +0.7% | +154.8% | -154.1% | -41.0% |
| All | +0.7% | +155.9% | -155.2% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling