+282.9%
SPGI vs MKTX
+5.0%
+277.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -7.4% | -0.2% | -7.2% | -7.3% |
| 30D | +0.4% | +0.7% | -0.4% | +0.2% |
| 3M | +5.3% | +40.8% | -35.5% | -6.8% |
| 6M | +1.7% | -8.0% | +9.7% | +3.2% |
| YTD | -16.4% | -8.7% | -7.6% | -15.1% |
| 1Y | -20.5% | -11.8% | -8.7% | -18.5% |
| 3Y | +14.2% | -24.0% | +38.3% | +17.5% |
| 5Y | +0.6% | -60.3% | +60.9% | +28.0% |
| All | +282.9% | +5.0% | +277.8% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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