+334.0%
SPGI vs MET
+206.5%
+127.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +1.6% | +1.8% | -0.2% | +0.8% |
| 30D | +16.1% | +4.8% | +11.3% | +13.8% |
| 3M | +15.5% | +6.2% | +9.3% | +12.6% |
| 6M | +19.6% | +33.8% | -14.2% | +6.0% |
| YTD | -3.6% | +33.3% | -36.9% | -14.7% |
| 1Y | +2.2% | +36.3% | -34.1% | -10.5% |
| 3Y | +30.1% | +84.6% | -54.5% | -0.8% |
| 5Y | +14.9% | +87.7% | -72.7% | -14.3% |
| 10Y | +334.0% | +198.0% | +136.0% | +136.6% |
| All | +334.0% | +206.5% | +127.5% | +136.6% |
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