+282.6%
SPGI vs MXL
+284.4%
-1.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.6% |
| 7D | -8.9% | +16.6% | -25.5% | -10.4% |
| 30D | +0.6% | +0.5% | +0.2% | 0.0% |
| 3M | +2.0% | -3.6% | +5.6% | -1.4% |
| 6M | +0.1% | +328.0% | -327.9% | -26.8% |
| YTD | -16.4% | +297.8% | -314.2% | -38.5% |
| 1Y | -18.9% | +339.4% | -358.4% | -42.1% |
| 3Y | +13.8% | +201.7% | -188.0% | -22.0% |
| 5Y | +0.5% | +32.8% | -32.2% | -22.1% |
| All | +282.6% | +284.4% | -1.8% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling