+1,282.4%
MPC vs SYF
+299.1%
+983.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +2.6% | -3.6% | +6.2% | +4.5% |
| 30D | -12.2% | -1.7% | -10.5% | -11.7% |
| 3M | +20.1% | -7.8% | +27.9% | +24.5% |
| 6M | +60.6% | +3.4% | +57.2% | +54.4% |
| YTD | +150.6% | -12.2% | +162.8% | +158.0% |
| 1Y | +104.7% | -1.6% | +106.2% | +97.2% |
| 3Y | +194.5% | +157.8% | +36.7% | +54.6% |
| 5Y | +582.3% | +61.9% | +520.4% | +341.2% |
| 10Y | +1,135.3% | +180.0% | +955.2% | +393.0% |
| All | +1,282.4% | +299.1% | +983.3% | +375.2% |
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 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