+77.8%
MLPA vs SPY
+604.1%
-526.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.3% |
| 7D | +0.7% | -0.9% | +1.6% | +1.3% |
| 30D | -2.0% | -2.4% | +0.4% | -0.4% |
| 3M | -5.1% | -1.2% | -3.9% | -4.5% |
| 6M | +0.3% | +3.3% | -3.0% | -3.0% |
| YTD | +15.8% | +12.3% | +3.6% | +4.3% |
| 1Y | +16.7% | +12.4% | +4.2% | +4.8% |
| 3Y | +49.0% | +78.8% | -29.8% | -11.1% |
| 5Y | +104.4% | +75.2% | +29.2% | +21.8% |
| 10Y | +83.7% | +311.1% | -227.4% | -47.2% |
| All | +77.8% | +604.1% | -526.3% | -64.3% |
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