+296.4%
SPGI vs MTB
+172.8%
+123.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.1% | +1.1% | -4.2% | -3.4% |
| 30D | +2.0% | -4.6% | +6.7% | +3.3% |
| 3M | +4.3% | +6.3% | -1.9% | +2.5% |
| 6M | -0.2% | +15.6% | -15.8% | -4.4% |
| YTD | -14.8% | +20.6% | -35.3% | -19.5% |
| 1Y | -18.5% | +22.5% | -41.1% | -23.5% |
| 3Y | +16.0% | +114.4% | -98.5% | -8.3% |
| 5Y | +2.2% | +101.9% | -99.7% | -20.3% |
| 10Y | +296.4% | +170.4% | +126.0% | +175.6% |
| All | +296.4% | +172.8% | +123.6% | +175.6% |
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