+3,233.1%
SPGI vs MET
+1,366.8%
+1,866.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.6% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +15.5% | +4.0% | +11.5% | +13.8% |
| 3M | +15.7% | +4.6% | +11.1% | +13.7% |
| 6M | +19.1% | +32.8% | -13.7% | +7.2% |
| YTD | -4.1% | +32.3% | -36.4% | -13.7% |
| 1Y | +1.2% | +37.1% | -35.9% | -10.3% |
| 3Y | +31.6% | +86.8% | -55.3% | +3.1% |
| 5Y | +12.4% | +87.4% | -74.9% | -13.3% |
| 10Y | +334.3% | +209.9% | +124.4% | +162.3% |
| All | +3,233.1% | +1,366.8% | +1,866.3% | +1,168.3% |
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