+265.6%
SYF vs MLM
+199.9%
+65.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.7% |
| 7D | +2.4% | -2.9% | +5.3% | +4.5% |
| 30D | +0.8% | -6.8% | +7.7% | +5.7% |
| 3M | +13.4% | -11.2% | +24.6% | +22.4% |
| 6M | +16.3% | -21.8% | +38.2% | +36.7% |
| YTD | -3.0% | -17.0% | +14.0% | +8.4% |
| 1Y | +5.7% | -16.4% | +22.1% | +17.2% |
| 3Y | +160.1% | +14.5% | +145.6% | +125.6% |
| 5Y | +88.5% | +41.7% | +46.8% | +36.9% |
| All | +265.6% | +199.9% | +65.7% | +60.4% |
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