+30.7%
MLPD vs SPY
+46.5%
-15.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | 0.0% |
| 7D | -3.0% | -4.7% | +1.7% | -1.4% |
| 30D | -1.2% | -5.9% | +4.7% | +0.8% |
| 3M | +2.1% | -4.5% | +6.6% | +3.6% |
| 6M | +1.3% | +1.8% | -0.5% | +0.3% |
| YTD | +6.9% | +8.3% | -1.4% | +3.1% |
| 1Y | +12.9% | +9.3% | +3.5% | +8.3% |
| All | +30.7% | +46.5% | -15.7% | +7.7% |
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