+13.2%
SPGI vs MPC
+551.6%
-538.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.5% |
| 7D | +2.6% | -12.8% | +15.3% | +3.9% |
| 30D | +19.3% | -12.7% | +32.0% | +20.7% |
| 3M | +15.5% | +27.1% | -11.6% | +11.6% |
| 6M | +18.3% | +45.8% | -27.4% | +12.3% |
| YTD | -3.8% | +134.7% | -138.5% | -14.9% |
| 1Y | +1.3% | +106.0% | -104.7% | -8.7% |
| 3Y | +33.6% | +165.5% | -131.9% | +12.6% |
| 5Y | +13.2% | +540.9% | -527.7% | -19.3% |
| All | +13.2% | +551.6% | -538.4% | -19.3% |
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