+11.7%
SPGI vs MTB
+63.3%
-51.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | +18.4% | +0.5% | +17.9% | +18.3% |
| 3M | +15.7% | -12.4% | +28.1% | +19.7% |
| 6M | +17.3% | +1.5% | +15.8% | +16.6% |
| YTD | -4.7% | +10.3% | -15.0% | -7.6% |
| 1Y | +1.8% | +22.2% | -20.4% | -3.9% |
| 3Y | +31.7% | +96.9% | -65.2% | +8.4% |
| All | +11.7% | +63.3% | -51.6% | -5.0% |
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