+875.5%
MDB vs SYF
+193.2%
+682.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | -11.4% | -2.1% | -9.2% | -10.7% |
| 30D | -13.8% | +2.5% | -16.3% | -14.6% |
| 3M | -15.5% | -6.3% | -9.2% | -13.7% |
| 6M | +17.9% | -1.5% | +19.4% | +17.4% |
| YTD | -25.5% | -10.5% | -15.0% | -23.5% |
| 1Y | -12.1% | +1.5% | -13.6% | -13.8% |
| 3Y | -5.9% | +163.3% | -169.1% | -34.4% |
| 5Y | -43.7% | +66.8% | -110.4% | -56.3% |
| All | +875.5% | +193.2% | +682.2% | +561.5% |
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 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