+296.4%
SPGI vs MKC
+26.7%
+269.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.3% |
| 7D | -3.1% | -4.3% | +1.2% | -1.6% |
| 30D | +2.0% | -3.1% | +5.1% | +3.1% |
| 3M | +4.3% | +6.8% | -2.5% | +1.8% |
| 6M | -0.2% | -18.3% | +18.1% | +6.4% |
| YTD | -14.8% | -23.1% | +8.3% | -7.9% |
| 1Y | -18.5% | -23.7% | +5.1% | -11.9% |
| 3Y | +16.0% | -31.0% | +47.0% | +28.6% |
| 5Y | +2.2% | -33.5% | +35.7% | +12.8% |
| 10Y | +296.4% | +30.3% | +266.2% | +241.2% |
| All | +296.4% | +26.7% | +269.8% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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