+106.6%
MMM vs SYF
+170.8%
-64.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -3.3% | +2.4% | -5.7% | -4.1% |
| 30D | -7.0% | +0.8% | -7.9% | -7.3% |
| 3M | +10.8% | +13.4% | -2.6% | +5.8% |
| 6M | +5.8% | +16.3% | -10.6% | -0.1% |
| YTD | +6.8% | -3.0% | +9.8% | +6.8% |
| 1Y | +10.4% | +5.7% | +4.7% | +6.8% |
| All | +106.6% | +170.8% | -64.2% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling