+77.7%
MLPA vs SPY
+601.6%
-523.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | +2.8% | +3.3% | -0.5% | +0.2% |
| 30D | -2.3% | -2.7% | +0.4% | -0.4% |
| 3M | -5.9% | -1.7% | -4.1% | -4.9% |
| 6M | -0.8% | +3.1% | -3.8% | -3.8% |
| YTD | +15.8% | +11.9% | +3.9% | +4.5% |
| 1Y | +17.4% | +12.0% | +5.4% | +5.8% |
| 3Y | +48.9% | +78.2% | -29.3% | -10.8% |
| 5Y | +104.2% | +73.2% | +31.0% | +22.9% |
| 10Y | +83.6% | +309.6% | -226.0% | -47.1% |
| All | +77.7% | +601.6% | -523.9% | -64.2% |
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