+0.8%
SPGI vs MPC
+110.3%
-109.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.2% |
| 7D | -0.8% | +9.4% | -10.2% | -0.3% |
| 30D | +14.3% | -13.4% | +27.7% | +13.3% |
| 3M | +14.5% | +18.9% | -4.4% | +15.3% |
| 6M | +17.3% | +64.9% | -47.6% | +20.7% |
| YTD | -4.6% | +156.8% | -161.4% | +4.6% |
| 1Y | +0.8% | +113.2% | -112.4% | +8.2% |
| All | +0.8% | +110.3% | -109.5% | +8.2% |
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