+105.8%
MDT vs SYF
+340.9%
-235.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +3.2% | +2.4% | +0.8% | +2.6% |
| 30D | +9.5% | +0.8% | +8.7% | +9.2% |
| 3M | +16.0% | +13.4% | +2.6% | +11.9% |
| 6M | +0.2% | +16.3% | -16.1% | -4.1% |
| YTD | -0.3% | -3.0% | +2.7% | -0.5% |
| 1Y | +4.7% | +5.7% | -1.0% | +1.9% |
| 3Y | +26.5% | +160.1% | -133.6% | -7.7% |
| 5Y | -18.2% | +88.5% | -106.7% | -36.6% |
| 10Y | +40.0% | +263.1% | -223.0% | -21.2% |
| All | +105.8% | +340.9% | -235.1% | +8.5% |
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