+14.5%
MDB vs SYF
+7.1%
+7.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -17.4% | +2.4% | -19.8% | -18.0% |
| 30D | -2.0% | +0.8% | -2.9% | -2.3% |
| 3M | -3.0% | +13.4% | -16.4% | -7.4% |
| 6M | +48.7% | +16.3% | +32.3% | +39.6% |
| YTD | -12.1% | -3.0% | -9.1% | -12.3% |
| 1Y | +14.5% | +5.7% | +8.8% | +10.2% |
| All | +14.5% | +7.1% | +7.4% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling