+67.5%
SYF vs MLM
+30.6%
+36.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +2.0% |
| 7D | -3.8% | -1.2% | -2.5% | -3.2% |
| 30D | +2.6% | +7.9% | -5.3% | -2.6% |
| 3M | -6.5% | -4.5% | -2.1% | -4.3% |
| 6M | +0.8% | -12.6% | +13.5% | +9.0% |
| YTD | -10.1% | -14.9% | +4.8% | -2.2% |
| 1Y | +0.8% | -13.1% | +13.9% | +8.1% |
| 3Y | +158.8% | +21.2% | +137.6% | +115.9% |
| 5Y | +67.5% | +32.0% | +35.5% | +24.4% |
| All | +67.5% | +30.6% | +36.9% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling