+34.8%
MXL vs SYF
+89.2%
-54.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +8.6% |
| 7D | +19.0% | -1.3% | +20.3% | +19.8% |
| 30D | +4.5% | -1.1% | +5.6% | +5.3% |
| 3M | -1.5% | +7.4% | -8.9% | -7.1% |
| 6M | +348.6% | +16.2% | +332.4% | +295.5% |
| YTD | +310.3% | -6.1% | +316.4% | +316.6% |
| 1Y | +344.7% | +3.4% | +341.3% | +322.7% |
| 3Y | +211.2% | +162.9% | +48.3% | +58.2% |
| 5Y | +34.8% | +85.6% | -50.7% | -22.6% |
| All | +34.8% | +89.2% | -54.4% | -22.6% |
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