+325.9%
MCHP vs SYF
+340.9%
-15.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.7% | +2.4% | -0.7% | +0.5% |
| 30D | -4.1% | +0.8% | -4.9% | -4.6% |
| 3M | -22.5% | +13.4% | -35.9% | -27.8% |
| 6M | +7.3% | +16.3% | -9.1% | -1.6% |
| YTD | +18.4% | -3.0% | +21.4% | +18.4% |
| 1Y | +18.1% | +5.7% | +12.4% | +12.9% |
| 3Y | -2.8% | +160.1% | -162.9% | -41.5% |
| 5Y | +5.5% | +88.5% | -83.0% | -28.1% |
| 10Y | +185.8% | +263.1% | -77.3% | +30.8% |
| All | +325.9% | +340.9% | -15.0% | +77.0% |
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 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