+954.3%
MDB vs SYF
+187.7%
+766.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +3.0% | -3.6% | +6.5% | +4.3% |
| 30D | -11.3% | -1.7% | -9.6% | -10.8% |
| 3M | -23.0% | -7.8% | -15.2% | -21.0% |
| 6M | +14.8% | +3.4% | +11.4% | +12.3% |
| YTD | -19.4% | -12.2% | -7.2% | -16.8% |
| 1Y | -9.0% | -1.6% | -7.4% | -9.8% |
| 3Y | -10.3% | +157.8% | -168.1% | -37.0% |
| 5Y | -38.4% | +61.9% | -100.3% | -51.7% |
| All | +954.3% | +187.7% | +766.6% | +619.5% |
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