+511.5%
MPLX vs SPY
+591.2%
-79.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +7.9% | +2.0% | +5.9% | +6.1% |
| 6M | +5.2% | +13.0% | -7.9% | -4.2% |
| YTD | +18.3% | +13.5% | +4.8% | +7.2% |
| 1Y | +26.9% | +20.0% | +7.0% | +10.2% |
| 3Y | +117.2% | +77.2% | +40.0% | +38.2% |
| 5Y | +215.1% | +81.9% | +133.3% | +92.7% |
| 10Y | +335.4% | +314.1% | +21.4% | +28.3% |
| All | +511.5% | +591.2% | -79.7% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling