-16.4%
MLP vs SPY
+2,805.0%
-2,821.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.4% |
| 7D | +6.0% | -2.7% | +8.7% | +7.8% |
| 30D | -1.5% | -5.4% | +3.8% | +1.8% |
| 3M | -9.7% | -4.1% | -5.6% | -7.5% |
| 6M | -2.6% | +0.7% | -3.3% | -3.6% |
| YTD | -9.9% | +8.7% | -18.6% | -15.1% |
| 1Y | +3.5% | +10.9% | -7.4% | -3.6% |
| 3Y | +6.6% | +75.0% | -68.4% | -24.0% |
| 5Y | +45.5% | +67.8% | -22.3% | +3.9% |
| 10Y | +126.1% | +312.9% | -186.8% | -3.7% |
| All | -16.4% | +2,805.0% | -2,821.3% | -77.4% |
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