+274.5%
MP vs SYF
+253.7%
+20.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +11.0% | -3.3% | +14.2% | +13.1% |
| 30D | -11.7% | -2.2% | -9.6% | -10.6% |
| 3M | -30.8% | -9.3% | -21.4% | -26.8% |
| 6M | -42.9% | +2.1% | -45.0% | -44.3% |
| YTD | -25.9% | -12.6% | -13.2% | -21.8% |
| 1Y | -37.3% | -3.4% | -33.8% | -37.7% |
| 3Y | +150.7% | +156.5% | -5.8% | +25.2% |
| 5Y | -19.3% | +59.6% | -78.8% | -47.4% |
| All | +274.5% | +253.7% | +20.8% | +79.9% |
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