+479.5%
MPLX vs SPY
+559.5%
-80.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +3.6% |
| 7D | -5.6% | -4.7% | -0.9% | -2.5% |
| 30D | -2.1% | -5.9% | +3.8% | +1.9% |
| 3M | -2.9% | -4.5% | +1.7% | 0.0% |
| 6M | +5.5% | +1.8% | +3.7% | +3.4% |
| YTD | +12.1% | +8.3% | +3.8% | +4.7% |
| 1Y | +18.5% | +9.3% | +9.2% | +9.8% |
| 3Y | +95.1% | +74.9% | +20.3% | +24.7% |
| 5Y | +180.8% | +67.3% | +113.6% | +82.7% |
| 10Y | +325.2% | +311.6% | +13.6% | +23.9% |
| All | +479.5% | +559.5% | -80.0% | +21.8% |
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 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