+1,194.9%
MPC vs SYF
+308.6%
+886.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.3% |
| 7D | -12.8% | -3.8% | -9.0% | -11.1% |
| 30D | -12.7% | +2.6% | -15.4% | -14.1% |
| 3M | +27.1% | -6.5% | +33.6% | +30.9% |
| 6M | +45.8% | +0.8% | +45.0% | +41.8% |
| YTD | +134.7% | -10.1% | +144.8% | +138.8% |
| 1Y | +106.0% | +0.8% | +105.2% | +96.1% |
| 3Y | +165.5% | +158.8% | +6.7% | +39.3% |
| 5Y | +540.9% | +67.5% | +473.4% | +306.8% |
| 10Y | +1,133.6% | +230.0% | +903.7% | +346.4% |
| All | +1,194.9% | +308.6% | +886.2% | +339.9% |
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