+296.4%
SPGI vs MET
+245.0%
+51.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.6% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | +2.0% | -1.4% | +3.4% | +2.6% |
| 3M | +4.3% | +12.5% | -8.2% | -0.7% |
| 6M | -0.2% | +37.1% | -37.3% | -12.4% |
| YTD | -14.8% | +23.8% | -38.6% | -22.2% |
| 1Y | -18.5% | +24.1% | -42.7% | -25.9% |
| 3Y | +16.0% | +65.2% | -49.2% | -7.3% |
| 5Y | +2.2% | +82.3% | -80.1% | -22.9% |
| 10Y | +296.4% | +241.6% | +54.9% | +104.4% |
| All | +296.4% | +245.0% | +51.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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