-80.8%
MMLP vs SPY
+312.5%
-393.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -4.3% | -0.4% | -4.0% | -4.1% |
| 30D | -12.0% | -1.4% | -10.6% | -11.1% |
| 3M | -15.2% | +3.7% | -18.9% | -17.8% |
| 6M | -23.0% | +13.0% | -36.0% | -30.3% |
| YTD | -15.2% | +12.4% | -27.6% | -23.1% |
| 1Y | -30.9% | +18.5% | -49.5% | -40.0% |
| 3Y | -28.5% | +77.6% | -106.1% | -56.1% |
| 5Y | -22.1% | +81.7% | -103.8% | -53.9% |
| 10Y | -80.8% | +319.7% | -400.5% | -94.8% |
| All | -80.8% | +312.5% | -393.3% | -94.8% |
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