+19.0%
SPGI vs MKC
-29.9%
+48.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -2.5% | -4.3% | +1.9% | -1.7% |
| 30D | +5.4% | -2.0% | +7.4% | +5.8% |
| 3M | +9.0% | +10.0% | -1.0% | +7.4% |
| 6M | +0.8% | -18.5% | +19.3% | +4.0% |
| YTD | -12.6% | -22.4% | +9.9% | -9.0% |
| 1Y | -16.1% | -23.6% | +7.5% | -12.5% |
| 3Y | +19.0% | -30.4% | +49.4% | +28.5% |
| All | +19.0% | -29.9% | +48.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling