+136.6%
MLP vs SPY
+315.0%
-178.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.6% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | +5.5% | -3.3% | +8.8% | +8.3% |
| 3M | -9.7% | -2.4% | -7.3% | -8.1% |
| 6M | -0.1% | +2.6% | -2.7% | -3.1% |
| YTD | -7.7% | +11.2% | -18.9% | -16.4% |
| 1Y | +5.2% | +13.4% | -8.2% | -6.3% |
| 3Y | +4.6% | +79.9% | -75.3% | -35.1% |
| 5Y | +47.1% | +72.2% | -25.1% | -7.3% |
| 10Y | +136.6% | +307.3% | -170.7% | -39.6% |
| All | +136.6% | +315.0% | -178.4% | -39.6% |
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