+9.5%
SPGI vs MPC
+645.9%
-636.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | +5.4% | -5.3% | -0.5% |
| 30D | +8.4% | +31.0% | -22.6% | +4.9% |
| 3M | +11.8% | +46.0% | -34.2% | +6.7% |
| 6M | +5.7% | +77.3% | -71.6% | -1.8% |
| YTD | -9.7% | +141.9% | -151.6% | -19.9% |
| 1Y | -12.5% | +120.9% | -133.4% | -21.6% |
| 3Y | +21.8% | +182.7% | -160.9% | +2.4% |
| All | +9.5% | +645.9% | -636.4% | -21.7% |
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 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