+3,038.0%
SPGI vs MET
+1,300.1%
+1,737.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.0% |
| 7D | +0.1% | +1.2% | -1.0% | -0.3% |
| 30D | +8.4% | +1.4% | +7.0% | +7.8% |
| 3M | +11.8% | +17.7% | -5.9% | +5.3% |
| 6M | +5.7% | +35.0% | -29.3% | -5.4% |
| YTD | -9.7% | +26.3% | -36.0% | -17.4% |
| 1Y | -12.5% | +22.8% | -35.3% | -19.3% |
| 3Y | +21.8% | +65.9% | -44.1% | -0.4% |
| 5Y | +8.2% | +85.4% | -77.2% | -16.4% |
| 10Y | +309.5% | +253.7% | +55.8% | +135.9% |
| All | +3,038.0% | +1,300.1% | +1,737.9% | +1,114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling