+128.9%
MLP vs SPY
+311.8%
-182.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.3% |
| 7D | +3.6% | -0.9% | +4.5% | +4.3% |
| 30D | -0.9% | -2.4% | +1.4% | +0.9% |
| 3M | -5.9% | -1.2% | -4.7% | -5.2% |
| 6M | -1.6% | +3.3% | -4.9% | -5.0% |
| YTD | -10.8% | +12.3% | -23.1% | -19.9% |
| 1Y | -0.7% | +12.4% | -13.2% | -10.9% |
| 3Y | +0.9% | +78.8% | -77.9% | -37.0% |
| 5Y | +42.8% | +75.2% | -32.3% | -11.4% |
| 10Y | +128.9% | +311.1% | -182.2% | -41.0% |
| All | +128.9% | +311.8% | -182.8% | -41.0% |
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