+12.4%
SPGI vs MKC
-32.8%
+45.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -0.9% | -1.9% | +1.1% | -0.4% |
| 30D | +15.5% | +8.0% | +7.5% | +13.3% |
| 3M | +15.7% | -8.6% | +24.3% | +18.0% |
| 6M | +19.1% | +1.1% | +18.0% | +18.5% |
| YTD | -4.1% | -27.7% | +23.6% | +2.8% |
| 1Y | +1.2% | -23.7% | +24.9% | +6.6% |
| 3Y | +31.6% | -19.4% | +51.0% | +34.6% |
| 5Y | +12.4% | -33.3% | +45.8% | +29.4% |
| All | +12.4% | -32.8% | +45.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling