+186.5%
SYF vs MLM
+149.0%
+37.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -4.2% | -2.9% | -1.3% | -2.4% |
| 30D | -1.1% | +10.4% | -11.5% | -8.1% |
| 3M | -7.9% | -3.7% | -4.2% | -6.0% |
| 6M | -1.1% | -10.3% | +9.2% | +5.2% |
| YTD | -12.6% | -14.8% | +2.2% | -4.4% |
| 1Y | -2.4% | -13.9% | +11.5% | +5.8% |
| 3Y | +156.6% | +18.4% | +138.3% | +117.1% |
| 5Y | +61.9% | +31.8% | +30.1% | +23.4% |
| 10Y | +186.5% | +143.4% | +43.0% | +30.1% |
| All | +186.5% | +149.0% | +37.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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