+3,209.9%
SPGI vs MET
+1,317.8%
+1,892.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | +0.3% | -1.2% | +1.4% | +0.7% |
| 30D | +18.4% | +3.2% | +15.2% | +17.0% |
| 3M | +15.7% | -1.1% | +16.8% | +16.1% |
| 6M | +17.3% | +25.0% | -7.8% | +8.0% |
| YTD | -4.7% | +27.9% | -32.6% | -13.2% |
| 1Y | +1.8% | +32.9% | -31.1% | -8.7% |
| 3Y | +31.7% | +78.8% | -47.1% | +4.9% |
| 5Y | +12.1% | +79.6% | -67.5% | -12.2% |
| 10Y | +341.9% | +228.1% | +113.9% | +161.5% |
| All | +3,209.9% | +1,317.8% | +1,892.1% | +1,175.3% |
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