+16.4%
SPGI vs MKTX
-25.1%
+41.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.5% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +2.0% | +1.0% | +1.1% | +1.9% |
| 3M | +4.3% | +40.8% | -36.5% | -0.7% |
| 6M | -0.2% | -10.9% | +10.7% | +1.6% |
| YTD | -14.8% | -8.6% | -6.2% | -13.7% |
| 1Y | -18.5% | -11.6% | -7.0% | -17.2% |
| All | +16.4% | -25.1% | +41.5% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling