+93.5%
MTZ vs SYF
+61.4%
+32.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +16.5% | -3.3% | +19.7% | +18.2% |
| 30D | -10.2% | -2.2% | -8.0% | -9.4% |
| 3M | -34.2% | -9.3% | -24.8% | -31.4% |
| 6M | -56.0% | +2.1% | -58.0% | -56.8% |
| YTD | -14.8% | -12.6% | -2.2% | -11.2% |
| 1Y | -7.2% | -3.4% | -3.8% | -7.7% |
| 3Y | +275.8% | +156.5% | +119.3% | +133.0% |
| 5Y | +93.5% | +59.6% | +33.9% | +43.7% |
| All | +93.5% | +61.4% | +32.1% | +43.7% |
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