+38.4%
MDT vs SYF
+264.8%
-226.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +2.8% | -1.1% | +3.8% | +3.0% |
| 3M | +13.1% | +7.4% | +5.7% | +10.7% |
| 6M | +2.3% | +16.2% | -13.9% | -2.0% |
| YTD | -2.7% | -6.1% | +3.4% | -2.1% |
| 1Y | +0.9% | +3.4% | -2.5% | -1.3% |
| 3Y | +26.8% | +162.9% | -136.0% | -8.3% |
| 5Y | -19.5% | +85.6% | -105.0% | -37.6% |
| All | +38.4% | +264.8% | -226.4% | -21.6% |
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