-0.3%
MDT vs SYF
+61.9%
-62.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.2% | -3.6% | +0.4% | -2.5% |
| 30D | +10.5% | -1.7% | +12.3% | +10.9% |
| 3M | +13.0% | -7.8% | +20.8% | +14.5% |
| 6M | +38.7% | +3.4% | +35.3% | +37.4% |
| YTD | +8.5% | -12.2% | +20.7% | +10.3% |
| 1Y | +10.0% | -1.6% | +11.6% | +9.5% |
| 3Y | +58.6% | +157.8% | -99.2% | +25.2% |
| 5Y | -0.3% | +61.9% | -62.2% | -13.3% |
| All | -0.3% | +61.9% | -62.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling