-12.1%
MLP vs SPY
+2,935.3%
-2,947.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -7.2% | +0.1% | -7.2% | -7.2% |
| 3M | -7.6% | +2.0% | -9.6% | -9.1% |
| 6M | -5.7% | +13.0% | -18.7% | -13.0% |
| YTD | -5.4% | +13.5% | -18.9% | -13.0% |
| 1Y | -7.9% | +20.0% | -27.8% | -18.1% |
| 3Y | +16.6% | +77.2% | -60.6% | -17.7% |
| 5Y | +47.2% | +81.9% | -34.7% | 0.0% |
| 10Y | +106.0% | +314.1% | -208.0% | -12.4% |
| All | -12.1% | +2,935.3% | -2,947.4% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling