+601.5%
MXL vs SYF
+333.7%
+267.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.6% | +7.6% | +6.9% |
| 7D | +15.5% | +2.6% | +12.9% | +13.7% |
| 30D | -11.3% | 0.0% | -11.3% | -11.2% |
| 3M | -16.1% | +11.9% | -28.0% | -22.1% |
| 6M | +323.0% | +18.9% | +304.1% | +275.8% |
| YTD | +281.5% | -4.6% | +286.1% | +283.4% |
| 1Y | +319.3% | +6.4% | +312.9% | +296.6% |
| 3Y | +189.4% | +167.2% | +22.2% | +62.2% |
| 5Y | +26.0% | +92.3% | -66.4% | -17.9% |
| 10Y | +243.5% | +263.2% | -19.7% | +40.3% |
| All | +601.5% | +333.7% | +267.8% | +176.1% |
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