+218.5%
SYF vs MLM
+185.4%
+33.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.8% |
| 7D | -2.1% | -4.1% | +2.0% | +0.6% |
| 30D | +2.5% | +8.2% | -5.7% | -3.3% |
| 3M | -6.3% | -3.6% | -2.7% | -4.5% |
| 6M | -1.5% | -15.6% | +14.1% | +9.5% |
| YTD | -10.5% | -16.4% | +5.9% | -0.8% |
| 1Y | +1.5% | -14.3% | +15.9% | +10.5% |
| 3Y | +163.3% | +19.3% | +144.0% | +121.7% |
| 5Y | +66.8% | +29.6% | +37.2% | +28.9% |
| All | +218.5% | +185.4% | +33.0% | +36.9% |
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