-32.2%
MMLP vs SPY
+19.4%
-51.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.9% |
| 7D | -5.6% | +0.5% | -6.1% | -5.6% |
| 30D | -10.2% | -0.9% | -9.3% | -10.1% |
| 3M | -16.8% | +3.9% | -20.7% | -17.5% |
| 6M | -25.4% | +14.5% | -39.9% | -28.4% |
| YTD | -15.2% | +12.9% | -28.1% | -18.6% |
| 1Y | -32.2% | +19.4% | -51.6% | -39.6% |
| All | -32.2% | +19.4% | -51.6% | -39.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling