+1,049.8%
MDB vs SYF
+217.8%
+832.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -17.4% | +2.4% | -19.8% | -18.2% |
| 30D | -2.0% | +0.8% | -2.9% | -2.5% |
| 3M | -3.0% | +13.4% | -16.4% | -7.9% |
| 6M | +48.7% | +16.3% | +32.3% | +39.4% |
| YTD | -12.1% | -3.0% | -9.1% | -12.2% |
| 1Y | +14.5% | +5.7% | +8.8% | +10.7% |
| 3Y | -6.1% | +160.1% | -166.3% | -34.4% |
| 5Y | -27.3% | +88.5% | -115.8% | -45.6% |
| All | +1,049.8% | +217.8% | +832.0% | +658.9% |
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