+343.3%
SPGI vs MCO
+453.0%
-109.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | +1.2% | +0.5% | +0.7% | +0.8% |
| 30D | +15.9% | +9.8% | +6.1% | +7.2% |
| 3M | +12.3% | +4.3% | +8.0% | +8.3% |
| 6M | +23.7% | +16.5% | +7.2% | +9.3% |
| YTD | -3.5% | +0.1% | -3.7% | -3.4% |
| 1Y | +0.4% | +4.4% | -4.0% | -2.8% |
| 3Y | +29.9% | +51.6% | -21.7% | -8.8% |
| 5Y | +15.2% | +36.7% | -21.5% | -13.0% |
| All | +343.3% | +453.0% | -109.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling