+601.0%
MPC vs SYF
+60.4%
+540.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +11.2% | -2.0% | +13.3% | +11.9% |
| 30D | -14.5% | +1.2% | -15.7% | -14.9% |
| 3M | +16.7% | -9.4% | +26.0% | +19.8% |
| 6M | +67.6% | +4.4% | +63.1% | +63.3% |
| YTD | +157.9% | -11.9% | +169.8% | +163.6% |
| 1Y | +116.7% | -0.4% | +117.1% | +111.5% |
| 3Y | +199.8% | +159.6% | +40.2% | +104.6% |
| All | +601.0% | +60.4% | +540.6% | +483.4% |
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