+2.9%
SPGI vs MXL
+276.5%
-273.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -11.1% | +14.5% | +2.7% |
| 7D | +7.2% | -24.3% | +31.5% | +5.7% |
| 30D | +23.2% | -46.1% | +69.3% | +19.9% |
| 3M | +17.0% | -21.8% | +38.9% | +16.5% |
| 6M | +20.4% | -27.2% | +47.6% | +19.2% |
| YTD | -1.9% | +226.2% | -228.1% | -2.3% |
| 1Y | +2.9% | +297.0% | -294.1% | +2.2% |
| All | +2.9% | +276.5% | -273.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling