+122.8%
MLP vs SPY
+312.9%
-190.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.4% |
| 7D | +6.0% | -2.7% | +8.7% | +8.3% |
| 30D | -1.5% | -5.4% | +3.8% | +2.8% |
| 3M | -9.7% | -4.1% | -5.6% | -6.8% |
| 6M | -2.6% | +0.7% | -3.3% | -4.1% |
| YTD | -9.9% | +8.7% | -18.6% | -16.9% |
| 1Y | +3.5% | +10.9% | -7.4% | -6.1% |
| 3Y | +6.6% | +75.0% | -68.4% | -32.3% |
| 5Y | +45.5% | +67.8% | -22.3% | -6.3% |
| All | +122.8% | +312.9% | -190.1% | -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