-12.5%
SPGI vs MP
-17.4%
+4.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.5% |
| 7D | +0.1% | -2.9% | +3.0% | 0.0% |
| 30D | +8.4% | +13.8% | -5.4% | +9.2% |
| 3M | +11.8% | -16.7% | +28.5% | +11.3% |
| 6M | +5.7% | -11.5% | +17.2% | +5.5% |
| YTD | -9.7% | +7.9% | -17.6% | -8.8% |
| 1Y | -12.5% | -15.0% | +2.6% | -9.7% |
| All | -12.5% | -17.4% | +4.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling