+485.5%
MPLX vs SPY
+561.6%
-76.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -5.0% | -2.7% | -2.3% | -3.4% |
| 30D | +0.1% | -5.4% | +5.5% | +3.8% |
| 3M | -3.7% | -4.1% | +0.4% | -1.2% |
| 6M | +6.5% | +0.7% | +5.8% | +5.3% |
| YTD | +13.3% | +8.7% | +4.6% | +5.6% |
| 1Y | +19.9% | +10.9% | +9.0% | +9.9% |
| 3Y | +98.6% | +75.0% | +23.6% | +26.9% |
| 5Y | +183.7% | +67.8% | +115.9% | +84.2% |
| 10Y | +329.5% | +312.9% | +16.7% | +24.9% |
| All | +485.5% | +561.6% | -76.0% | +22.7% |
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