+31.6%
SPGI vs MKC
-20.6%
+52.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -0.9% | -1.9% | +1.1% | -0.5% |
| 30D | +15.5% | +8.0% | +7.5% | +13.9% |
| 3M | +15.7% | -8.6% | +24.3% | +17.3% |
| 6M | +19.1% | +1.1% | +18.0% | +18.8% |
| YTD | -4.1% | -27.7% | +23.6% | +0.6% |
| 1Y | +1.2% | -23.7% | +24.9% | +4.6% |
| 3Y | +31.6% | -19.4% | +51.0% | +36.3% |
| All | +31.6% | -20.6% | +52.2% | +36.3% |
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