+94.4%
MLPA vs SPY
+318.9%
-224.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | +0.8% | -2.0% | +2.8% | +2.3% |
| 30D | +3.0% | -1.7% | +4.6% | +4.3% |
| 3M | +7.8% | +4.7% | +3.0% | +3.6% |
| 6M | +11.9% | +12.5% | -0.6% | +1.1% |
| YTD | +25.7% | +11.7% | +14.0% | +14.0% |
| 1Y | +26.5% | +17.5% | +9.1% | +9.9% |
| 3Y | +64.5% | +76.6% | -12.1% | -0.8% |
| 5Y | +145.4% | +82.0% | +63.3% | +40.8% |
| All | +94.4% | +318.9% | -224.5% | -45.8% |
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