+61.6%
SPGI vs MP
+291.5%
-229.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.9% |
| 7D | +1.2% | +9.5% | -8.2% | +0.8% |
| 30D | +15.9% | -3.0% | +18.9% | +16.0% |
| 3M | +12.3% | -30.4% | +42.7% | +13.9% |
| 6M | +23.7% | -39.2% | +62.9% | +25.9% |
| YTD | -3.5% | -23.3% | +19.7% | -3.7% |
| 1Y | +0.4% | -32.6% | +33.1% | +0.8% |
| 3Y | +29.9% | +159.3% | -129.4% | +12.6% |
| 5Y | +15.2% | -16.4% | +31.6% | +6.2% |
| All | +61.6% | +291.5% | -229.9% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling