+33.4%
MLPD vs SPY
+53.5%
-20.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +4.2% | +0.1% | +4.1% | +4.1% |
| 3M | +2.8% | +2.0% | +0.8% | +2.0% |
| 6M | +3.8% | +13.0% | -9.2% | -1.2% |
| YTD | +9.1% | +13.5% | -4.4% | +3.6% |
| 1Y | +13.5% | +20.0% | -6.4% | +4.9% |
| All | +33.4% | +53.5% | -20.1% | +8.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling