-20.6%
SPGI vs MCO
-7.2%
-13.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -0.4% |
| 7D | -8.9% | -7.3% | -1.6% | -1.9% |
| 30D | +0.6% | -1.7% | +2.4% | +2.3% |
| 3M | +2.0% | +3.9% | -1.9% | -1.6% |
| 6M | +0.1% | +3.8% | -3.7% | -3.5% |
| YTD | -16.4% | -7.9% | -8.5% | -8.5% |
| All | -20.6% | -7.2% | -13.4% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling