+11.2%
MCD vs SPGI
+33.8%
-22.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +8.0% | +2.6% | +5.5% | +7.5% |
| 30D | +19.6% | +19.3% | +0.4% | +15.6% |
| 3M | +2.2% | +15.5% | -13.3% | -0.7% |
| 6M | -1.1% | +18.3% | -19.5% | -4.5% |
| YTD | -7.2% | -3.8% | -3.5% | -7.1% |
| 1Y | -6.7% | +1.3% | -8.0% | -7.8% |
| All | +11.2% | +33.8% | -22.7% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling