+1.8%
SPGI vs MP
-37.2%
+39.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -0.8% |
| 7D | +0.3% | -10.5% | +10.8% | -0.2% |
| 30D | +18.4% | -23.5% | +41.9% | +17.2% |
| 3M | +15.7% | -25.4% | +41.1% | +14.5% |
| 6M | +17.3% | -51.3% | +68.5% | +14.8% |
| YTD | -4.7% | -29.9% | +25.2% | -6.1% |
| 1Y | +1.8% | -31.8% | +33.6% | +0.5% |
| All | +1.8% | -37.2% | +39.0% | +0.5% |
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