+14.9%
SPGI vs MPC
+554.2%
-539.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | -8.8% | +10.4% | +2.5% |
| 30D | +16.1% | -14.4% | +30.5% | +17.8% |
| 3M | +15.5% | +21.9% | -6.5% | +12.3% |
| 6M | +19.6% | +60.1% | -40.5% | +12.4% |
| YTD | -3.6% | +142.3% | -145.9% | -14.9% |
| 1Y | +2.2% | +101.7% | -99.5% | -7.3% |
| 3Y | +30.1% | +184.8% | -154.7% | +8.7% |
| 5Y | +14.9% | +564.6% | -549.7% | -17.9% |
| All | +14.9% | +554.2% | -539.3% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling