+176.9%
MPLX vs SPY
+67.4%
+109.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -5.0% | -2.7% | -2.3% | -4.0% |
| 30D | +0.1% | -5.4% | +5.5% | +2.5% |
| 3M | -3.7% | -4.1% | +0.4% | -2.1% |
| 6M | +6.5% | +0.7% | +5.8% | +5.7% |
| YTD | +13.3% | +8.7% | +4.6% | +8.2% |
| 1Y | +19.9% | +10.9% | +9.0% | +13.3% |
| 3Y | +98.6% | +75.0% | +23.6% | +48.1% |
| All | +176.9% | +67.4% | +109.5% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling