-3.2%
MCD vs SPGI
+2.3%
-5.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +7.3% | +1.6% | +5.7% | +7.0% |
| 30D | +20.0% | +16.1% | +3.9% | +17.1% |
| 3M | +3.8% | +15.5% | -11.6% | +1.4% |
| 6M | +3.8% | +19.6% | -15.9% | +1.0% |
| YTD | -5.9% | -3.6% | -2.3% | -6.7% |
| 1Y | -3.2% | +2.2% | -5.5% | -8.0% |
| All | -3.2% | +2.3% | -5.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling