+199.1%
MLPX vs SPY
+312.5%
-113.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.1% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | +3.5% | -1.4% | +4.9% | +4.6% |
| 3M | +5.0% | +3.7% | +1.2% | +1.2% |
| 6M | +8.2% | +13.0% | -4.8% | -3.8% |
| YTD | +29.9% | +12.4% | +17.5% | +15.7% |
| 1Y | +31.6% | +18.5% | +13.1% | +11.5% |
| 3Y | +108.5% | +77.6% | +30.9% | +18.7% |
| 5Y | +187.2% | +81.7% | +105.5% | +56.9% |
| 10Y | +199.1% | +319.7% | -120.5% | -34.0% |
| All | +199.1% | +312.5% | -113.4% | -34.0% |
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