+92.2%
MDLZ vs SYF
+218.0%
-125.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.1% | -4.7% | +4.8% | +0.8% |
| 30D | +10.0% | +0.6% | +9.4% | +9.9% |
| 3M | +7.1% | -6.8% | +13.9% | +8.0% |
| 6M | +9.8% | +0.5% | +9.3% | +9.3% |
| YTD | +26.6% | -11.1% | +37.8% | +27.9% |
| 1Y | +20.3% | +1.3% | +19.0% | +18.9% |
| 3Y | +5.4% | +164.6% | -159.2% | -14.9% |
| 5Y | +22.2% | +65.2% | -43.0% | +5.7% |
| 10Y | +92.2% | +204.6% | -112.4% | +49.9% |
| All | +92.2% | +218.0% | -125.8% | +49.9% |
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 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