+5.1%
SPGI vs MTB
+102.5%
-97.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -2.5% | +2.8% | -5.2% | -3.1% |
| 30D | +5.4% | -4.2% | +9.6% | +6.5% |
| 3M | +9.0% | +7.8% | +1.2% | +7.0% |
| 6M | +0.8% | +14.8% | -14.0% | -2.7% |
| YTD | -12.6% | +20.8% | -33.3% | -16.8% |
| 1Y | -16.1% | +23.1% | -39.2% | -20.7% |
| 3Y | +19.0% | +114.8% | -95.8% | -2.3% |
| 5Y | +5.1% | +103.3% | -98.2% | -8.9% |
| All | +5.1% | +102.5% | -97.4% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling