+445.3%
MP vs SYF
+292.7%
+152.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.9% | +2.4% | -5.2% | -4.2% |
| 30D | +13.8% | +0.8% | +13.0% | +13.4% |
| 3M | -16.7% | +13.4% | -30.1% | -23.2% |
| 6M | -11.5% | +16.3% | -27.8% | -19.6% |
| YTD | +7.9% | -3.0% | +10.9% | +7.5% |
| 1Y | -15.0% | +5.7% | -20.7% | -19.7% |
| 3Y | +153.5% | +160.1% | -6.6% | +26.7% |
| 5Y | +58.7% | +88.5% | -29.9% | -5.8% |
| All | +445.3% | +292.7% | +152.6% | +147.3% |
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