-79.2%
MMLP vs SPY
+315.0%
-394.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.7% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | +2.2% | -3.3% | +5.5% | +4.7% |
| 3M | -14.9% | -2.4% | -12.5% | -13.5% |
| 6M | -19.6% | +2.6% | -22.2% | -21.7% |
| YTD | -19.6% | +11.2% | -30.9% | -26.7% |
| 1Y | -19.6% | +13.4% | -33.0% | -27.9% |
| 3Y | -14.3% | +79.9% | -94.2% | -48.0% |
| 5Y | -33.3% | +72.2% | -105.5% | -58.6% |
| 10Y | -79.2% | +307.3% | -386.6% | -94.1% |
| All | -79.2% | +315.0% | -394.3% | -94.1% |
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