+343.3%
SPGI vs MXL
+161.9%
+181.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.6% |
| 7D | +1.2% | +13.4% | -12.2% | -0.1% |
| 30D | +15.9% | -29.2% | +45.1% | +18.5% |
| 3M | +12.3% | -27.2% | +39.5% | +13.1% |
| 6M | +23.7% | -36.4% | +60.1% | +22.2% |
| YTD | -3.5% | +220.0% | -223.6% | -28.9% |
| 1Y | +0.4% | +304.8% | -304.4% | -29.1% |
| 3Y | +29.9% | +238.5% | -208.6% | -16.4% |
| 5Y | +15.2% | -18.8% | +34.0% | -4.0% |
| All | +343.3% | +161.9% | +181.5% | +125.2% |
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 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