+8,640.4%
SPGI vs MCO
+7,504.3%
+1,136.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.8% |
| 7D | -2.5% | -2.7% | +0.2% | -0.9% |
| 30D | +5.4% | +0.9% | +4.5% | +4.9% |
| 3M | +9.0% | +8.7% | +0.4% | +4.4% |
| 6M | +0.8% | +2.4% | -1.7% | -0.2% |
| YTD | -12.6% | -5.2% | -7.4% | -9.2% |
| 1Y | -16.1% | -4.4% | -11.8% | -13.2% |
| 3Y | +19.0% | +45.1% | -26.1% | -2.6% |
| 5Y | +5.1% | +31.5% | -26.4% | -9.2% |
| 10Y | +295.5% | +380.7% | -85.3% | +78.8% |
| All | +8,640.4% | +7,504.3% | +1,136.2% | +1,339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling