+2.2%
SPGI vs MXL
+34.9%
-32.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.1% | -2.9% |
| 7D | -3.1% | +19.0% | -22.1% | -4.0% |
| 30D | +2.0% | +4.5% | -2.5% | +1.5% |
| 3M | +4.3% | -1.5% | +5.8% | +2.1% |
| 6M | -0.2% | +348.6% | -348.9% | -18.9% |
| YTD | -14.8% | +310.3% | -325.1% | -30.3% |
| 1Y | -18.5% | +344.7% | -363.3% | -34.5% |
| 3Y | +16.0% | +211.2% | -195.2% | -9.6% |
| 5Y | +2.2% | +34.8% | -32.6% | -8.9% |
| All | +2.2% | +34.9% | -32.7% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling