+126.6%
MDT vs SYF
+300.4%
-173.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.6% |
| 7D | +1.0% | -2.0% | +3.1% | +1.6% |
| 30D | +9.2% | +1.2% | +8.0% | +8.8% |
| 3M | +14.5% | -9.4% | +23.9% | +17.3% |
| 6M | +37.3% | +4.4% | +32.9% | +35.1% |
| YTD | +9.8% | -11.9% | +21.7% | +12.3% |
| 1Y | +10.5% | -0.4% | +10.9% | +9.3% |
| 3Y | +57.4% | +159.6% | -102.1% | +14.7% |
| 5Y | +1.2% | +60.9% | -59.7% | -17.9% |
| 10Y | +63.2% | +180.9% | -117.7% | -2.2% |
| All | +126.6% | +300.4% | -173.8% | +22.4% |
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