+209.7%
MLPX vs SPY
+454.1%
-244.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | -4.2% | -0.6% | -3.6% | -3.8% |
| 30D | -1.1% | -3.7% | +2.6% | +2.1% |
| 3M | -3.0% | -2.7% | -0.2% | -0.9% |
| 6M | +0.5% | +2.2% | -1.6% | -2.4% |
| YTD | +21.8% | +10.8% | +10.9% | +8.8% |
| 1Y | +24.4% | +11.2% | +13.2% | +10.6% |
| 3Y | +91.9% | +76.5% | +15.5% | +6.2% |
| 5Y | +141.8% | +72.9% | +68.8% | +34.1% |
| 10Y | +188.6% | +304.8% | -116.2% | -38.9% |
| All | +209.7% | +454.1% | -244.4% | -49.4% |
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