+167.0%
MPC vs SYF
+159.7%
+7.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.6% |
| 7D | -12.8% | -3.8% | -9.0% | -11.9% |
| 30D | -12.7% | +2.6% | -15.4% | -13.4% |
| 3M | +27.1% | -6.5% | +33.6% | +29.0% |
| 6M | +45.8% | +0.8% | +45.0% | +43.9% |
| YTD | +134.7% | -10.1% | +144.8% | +139.3% |
| 1Y | +106.0% | +0.8% | +105.2% | +100.6% |
| All | +167.0% | +159.7% | +7.3% | +84.2% |
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