+302.4%
MXL vs SYF
+258.4%
+44.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.1% |
| 7D | +18.9% | -4.9% | +23.8% | +22.3% |
| 30D | +0.3% | -4.3% | +4.6% | +3.0% |
| 3M | -8.0% | +5.5% | -13.6% | -11.7% |
| 6M | +341.2% | +17.5% | +323.7% | +293.7% |
| YTD | +327.8% | -7.8% | +335.6% | +338.5% |
| 1Y | +364.9% | +1.6% | +363.3% | +350.8% |
| 3Y | +229.2% | +154.8% | +74.4% | +87.3% |
| 5Y | +42.8% | +79.5% | -36.7% | -4.3% |
| All | +302.4% | +258.4% | +44.1% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling