+282.6%
SPGI vs MCO
+385.7%
-103.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -0.7% |
| 7D | -8.9% | -7.3% | -1.6% | -3.0% |
| 30D | +0.6% | -1.7% | +2.4% | +2.1% |
| 3M | +2.0% | +3.9% | -1.9% | -0.9% |
| 6M | +0.1% | +3.8% | -3.7% | -2.7% |
| YTD | -16.4% | -7.9% | -8.5% | -10.2% |
| 1Y | -18.9% | -6.8% | -12.1% | -13.7% |
| 3Y | +13.8% | +40.9% | -27.2% | -14.8% |
| 5Y | +0.5% | +27.5% | -27.0% | -19.4% |
| All | +282.6% | +385.7% | -103.1% | +11.4% |
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