+303.5%
MXL vs SYF
+7.1%
+296.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +1.6% | +2.4% | -0.8% | +0.5% |
| 30D | -7.0% | +0.8% | -7.8% | -7.2% |
| 3M | -33.4% | +13.4% | -46.8% | -37.7% |
| 6M | +260.2% | +16.3% | +243.8% | +224.5% |
| YTD | +260.0% | -3.0% | +263.0% | +268.3% |
| 1Y | +303.5% | +5.7% | +297.8% | +251.8% |
| All | +303.5% | +7.1% | +296.4% | +251.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling