+142.1%
MDLZ vs SYF
+306.8%
-164.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.7% | -2.1% | +3.8% | +2.0% |
| 30D | +11.2% | +2.5% | +8.7% | +10.7% |
| 3M | +6.1% | -6.3% | +12.4% | +7.1% |
| 6M | +8.6% | -1.5% | +10.0% | +8.3% |
| YTD | +25.8% | -10.5% | +36.4% | +27.0% |
| 1Y | +21.7% | +1.5% | +20.2% | +20.1% |
| 3Y | +5.8% | +163.3% | -157.5% | -15.8% |
| 5Y | +21.4% | +66.8% | -45.3% | +3.6% |
| 10Y | +97.2% | +228.5% | -131.3% | +30.2% |
| All | +142.1% | +306.8% | -164.7% | +48.4% |
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