+79.0%
MDLZ vs SYF
+259.8%
-180.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | 0.0% | +2.6% | -2.6% | -0.4% |
| 30D | -1.6% | 0.0% | -1.6% | -1.6% |
| 3M | +0.9% | +11.9% | -11.0% | -1.0% |
| 6M | +7.3% | +18.9% | -11.6% | +4.2% |
| YTD | +16.4% | -4.6% | +21.0% | +16.5% |
| 1Y | +3.0% | +6.4% | -3.4% | +1.0% |
| 3Y | -3.7% | +167.2% | -170.9% | -22.1% |
| 5Y | +15.6% | +92.3% | -76.7% | -2.7% |
| 10Y | +79.0% | +263.2% | -184.2% | +23.2% |
| All | +79.0% | +259.8% | -180.8% | +23.2% |
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 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