+339.0%
MCK vs SYF
+77.7%
+261.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -2.9% | -4.9% | +2.0% | -2.7% |
| 30D | +0.4% | -4.3% | +4.7% | +0.6% |
| 3M | +12.1% | +5.5% | +6.6% | +11.8% |
| 6M | -5.4% | +17.5% | -23.0% | -6.2% |
| YTD | +7.8% | -7.8% | +15.6% | +8.0% |
| 1Y | +22.9% | +1.6% | +21.3% | +22.6% |
| 3Y | +110.7% | +154.8% | -44.1% | +93.3% |
| All | +339.0% | +77.7% | +261.3% | +321.7% |
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