+13.4%
MLPI vs SPY
+9.3%
+4.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -3.4% |
| 7D | -8.3% | -4.7% | -3.6% | -8.7% |
| 30D | -4.1% | -5.9% | +1.8% | -4.6% |
| 3M | -3.2% | -4.5% | +1.4% | -3.5% |
| 6M | -8.0% | +1.8% | -9.8% | -7.3% |
| YTD | +11.4% | +8.3% | +3.0% | +13.1% |
| All | +13.4% | +9.3% | +4.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling