+8,621.7%
SPGI vs MCK
+6,898.6%
+1,723.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.6% |
| 7D | -3.1% | -3.6% | +0.5% | -2.2% |
| 30D | +2.0% | +1.4% | +0.6% | +1.6% |
| 3M | +4.3% | +13.8% | -9.5% | +0.8% |
| 6M | -0.2% | -5.2% | +4.9% | +0.5% |
| YTD | -14.8% | +9.0% | -23.8% | -17.4% |
| 1Y | -18.5% | +26.9% | -45.4% | -24.1% |
| 3Y | +16.0% | +114.7% | -98.8% | -6.5% |
| 5Y | +2.2% | +347.1% | -344.9% | -32.0% |
| 10Y | +296.4% | +446.4% | -149.9% | +140.5% |
| All | +8,621.7% | +6,898.6% | +1,723.1% | +2,901.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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