+32.8%
MLPD vs SPY
+49.8%
-17.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +0.6% | -3.7% | +4.3% | +1.8% |
| 3M | +2.8% | -2.7% | +5.6% | +3.7% |
| 6M | +3.4% | +2.2% | +1.2% | +2.3% |
| YTD | +8.6% | +10.8% | -2.2% | +3.9% |
| 1Y | +12.4% | +11.2% | +1.2% | +7.3% |
| All | +32.8% | +49.8% | -17.0% | +8.6% |
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