+564.6%
MPC vs SYF
+63.1%
+501.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -8.8% | -4.2% | -4.6% | -7.7% |
| 30D | -14.4% | -1.1% | -13.3% | -14.3% |
| 3M | +21.9% | -7.9% | +29.8% | +24.6% |
| 6M | +60.1% | -1.1% | +61.2% | +58.7% |
| YTD | +142.3% | -12.6% | +154.9% | +148.2% |
| 1Y | +101.7% | -2.4% | +104.1% | +98.2% |
| 3Y | +184.8% | +156.6% | +28.1% | +95.1% |
| 5Y | +564.6% | +61.9% | +502.7% | +447.4% |
| All | +564.6% | +63.1% | +501.5% | +447.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling