+642.2%
MPC vs SYF
+89.0%
+553.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +2.4% | +3.0% | +4.7% |
| 30D | +31.0% | +0.8% | +30.1% | +30.5% |
| 3M | +46.0% | +13.4% | +32.6% | +39.3% |
| 6M | +77.3% | +16.3% | +61.0% | +66.1% |
| YTD | +141.9% | -3.0% | +144.9% | +140.6% |
| 1Y | +120.9% | +5.7% | +115.2% | +112.1% |
| 3Y | +182.7% | +160.1% | +22.6% | +91.8% |
| All | +642.2% | +89.0% | +553.3% | +448.3% |
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 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