+128.5%
MLP vs SPY
+311.3%
-182.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.9% |
| 7D | +1.0% | +0.5% | +0.4% | +0.5% |
| 30D | -6.1% | -0.9% | -5.1% | -5.4% |
| 3M | -5.7% | +3.9% | -9.6% | -9.1% |
| 6M | -1.1% | +14.5% | -15.6% | -12.4% |
| YTD | -4.0% | +12.9% | -16.9% | -14.0% |
| 1Y | -3.4% | +19.4% | -22.8% | -17.4% |
| 3Y | +27.8% | +78.5% | -50.6% | -20.6% |
| 5Y | +49.3% | +81.8% | -32.5% | -11.1% |
| 10Y | +128.5% | +311.5% | -183.0% | -45.1% |
| All | +128.5% | +311.3% | -182.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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