+6,475.2%
MCD vs SPGI
+14,867.5%
-8,392.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | +7.1% | +0.3% | +6.9% | +7.1% |
| 30D | +19.8% | +18.4% | +1.4% | +14.5% |
| 3M | +0.8% | +15.7% | -14.9% | -3.2% |
| 6M | -1.3% | +17.3% | -18.6% | -5.8% |
| YTD | -7.8% | -4.7% | -3.0% | -7.6% |
| 1Y | -5.0% | +1.8% | -6.8% | -6.5% |
| 3Y | +10.5% | +31.7% | -21.1% | +0.4% |
| 5Y | +22.0% | +12.1% | +9.9% | +14.2% |
| 10Y | +216.7% | +341.9% | -125.3% | +106.1% |
| All | +6,475.2% | +14,867.5% | -8,392.3% | +1,321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling