+203.4%
MLPX vs SPY
+456.2%
-252.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -1.0% |
| 7D | -5.9% | +0.1% | -6.0% | -6.2% |
| 30D | -3.1% | -3.3% | +0.2% | -0.4% |
| 3M | -3.1% | -2.4% | -0.7% | -1.4% |
| 6M | -1.5% | +2.6% | -4.1% | -4.8% |
| YTD | +19.3% | +11.2% | +8.0% | +6.2% |
| 1Y | +23.0% | +13.4% | +9.6% | +7.4% |
| 3Y | +88.7% | +79.9% | +8.8% | +2.4% |
| 5Y | +133.3% | +72.2% | +61.1% | +30.1% |
| 10Y | +183.5% | +307.3% | -123.8% | -40.4% |
| All | +203.4% | +456.2% | -252.8% | -50.6% |
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 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