+334.0%
SPGI vs MTB
+122.1%
+211.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | +1.6% | -0.7% | +2.2% | +1.8% |
| 30D | +16.1% | +1.4% | +14.6% | +15.6% |
| 3M | +15.5% | -11.6% | +27.0% | +19.4% |
| 6M | +19.6% | +5.4% | +14.2% | +17.7% |
| YTD | -3.6% | +11.7% | -15.3% | -7.0% |
| 1Y | +2.2% | +20.5% | -18.3% | -3.5% |
| 3Y | +30.1% | +104.5% | -74.4% | +4.3% |
| 5Y | +14.9% | +65.1% | -50.1% | -4.6% |
| 10Y | +334.0% | +119.5% | +214.5% | +231.5% |
| All | +334.0% | +122.1% | +211.9% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling