-12.5%
SPGI vs MPC
+120.1%
-132.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | +5.4% | -5.3% | +0.4% |
| 30D | +8.4% | +31.0% | -22.6% | +10.0% |
| 3M | +11.8% | +46.0% | -34.2% | +14.4% |
| 6M | +5.7% | +77.3% | -71.6% | +10.8% |
| YTD | -9.7% | +141.9% | -151.6% | -1.3% |
| 1Y | -12.5% | +120.9% | -133.4% | -6.4% |
| All | -12.5% | +120.1% | -132.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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