+14.9%
SPGI vs MP
-13.8%
+28.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +1.0% |
| 7D | +1.6% | -3.6% | +5.2% | +1.7% |
| 30D | +16.1% | -21.0% | +37.1% | +17.5% |
| 3M | +15.5% | -33.3% | +48.7% | +17.7% |
| 6M | +19.6% | -45.9% | +65.6% | +23.1% |
| YTD | -3.6% | -27.8% | +24.2% | -3.5% |
| 1Y | +2.2% | -43.2% | +45.4% | +3.9% |
| 3Y | +30.1% | +144.0% | -113.9% | +4.8% |
| 5Y | +14.9% | -6.1% | +21.0% | +2.3% |
| All | +14.9% | -13.8% | +28.8% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling