+333.2%
MPLX vs SPY
+307.0%
+26.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | +2.4% | +2.6% | -0.2% | +0.7% |
| 30D | +1.8% | -2.0% | +3.8% | +2.9% |
| 3M | -0.5% | -2.8% | +2.2% | +1.0% |
| 6M | +8.7% | +2.1% | +6.5% | +6.6% |
| YTD | +16.0% | +11.5% | +4.5% | +7.0% |
| 1Y | +19.2% | +13.5% | +5.7% | +8.5% |
| 3Y | +106.2% | +77.7% | +28.5% | +35.4% |
| 5Y | +181.7% | +72.6% | +109.1% | +86.2% |
| All | +333.2% | +307.0% | +26.2% | +39.1% |
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