+13.7%
SPGI vs MPC
+600.5%
-586.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +1.2% | +11.2% | -10.0% | +0.1% |
| 30D | +15.9% | -14.5% | +30.4% | +17.7% |
| 3M | +12.3% | +16.7% | -4.4% | +9.9% |
| 6M | +23.7% | +67.6% | -43.9% | +15.7% |
| YTD | -3.5% | +157.9% | -161.5% | -15.5% |
| 1Y | +0.4% | +116.7% | -116.2% | -9.7% |
| 3Y | +29.9% | +199.8% | -169.9% | +8.0% |
| All | +13.7% | +600.5% | -586.8% | -19.2% |
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 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