+338.6%
SPGI vs MPC
+1,165.7%
-827.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.9% |
| 7D | -0.8% | +9.4% | -10.2% | -2.7% |
| 30D | +14.3% | -13.4% | +27.7% | +17.4% |
| 3M | +14.5% | +18.9% | -4.4% | +9.6% |
| 6M | +17.3% | +64.9% | -47.6% | +4.2% |
| YTD | -4.6% | +156.8% | -161.4% | -23.9% |
| 1Y | +0.8% | +113.2% | -112.4% | -16.3% |
| 3Y | +28.8% | +201.8% | -173.0% | -4.0% |
| 5Y | +14.0% | +601.4% | -587.4% | -33.2% |
| All | +338.6% | +1,165.7% | -827.1% | +104.0% |
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