+127.0%
MP vs SYF
+158.5%
-31.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.1% |
| 7D | -10.5% | -2.1% | -8.4% | -9.7% |
| 30D | -23.5% | +2.5% | -26.1% | -24.4% |
| 3M | -25.4% | -6.3% | -19.2% | -23.3% |
| 6M | -51.3% | -1.5% | -49.8% | -51.3% |
| YTD | -29.9% | -10.5% | -19.4% | -27.5% |
| 1Y | -31.8% | +1.5% | -33.3% | -33.6% |
| 3Y | +127.0% | +163.3% | -36.3% | +5.1% |
| All | +127.0% | +158.5% | -31.6% | +5.1% |
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