+308.3%
SPGI vs MPC
+1,131.7%
-823.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | +5.4% | -5.3% | -1.0% |
| 30D | +8.4% | +31.0% | -22.6% | +2.1% |
| 3M | +11.8% | +46.0% | -34.2% | +2.7% |
| 6M | +5.7% | +77.3% | -71.6% | -7.5% |
| YTD | -9.7% | +141.9% | -151.6% | -26.7% |
| 1Y | -12.5% | +120.9% | -133.4% | -27.8% |
| 3Y | +21.8% | +182.7% | -160.9% | -7.6% |
| 5Y | +8.2% | +646.4% | -638.3% | -37.8% |
| All | +308.3% | +1,131.7% | -823.4% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling