+201.6%
MLPX vs SPY
+307.0%
-105.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +5.9% | +2.6% | +3.3% | +3.6% |
| 30D | +0.8% | -2.0% | +2.8% | +2.3% |
| 3M | -1.3% | -2.8% | +1.5% | +0.7% |
| 6M | -0.6% | +2.1% | -2.7% | -3.3% |
| YTD | +24.8% | +11.5% | +13.3% | +11.7% |
| 1Y | +27.3% | +13.5% | +13.8% | +12.0% |
| 3Y | +95.9% | +77.7% | +18.2% | +11.3% |
| 5Y | +148.2% | +72.6% | +75.6% | +43.1% |
| All | +201.6% | +307.0% | -105.4% | -29.5% |
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