+14.0%
SPGI vs MXL
-14.5%
+28.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | -0.8% | +33.1% | -33.9% | -2.0% |
| 30D | +14.3% | -33.5% | +47.8% | +15.7% |
| 3M | +14.5% | -20.7% | +35.2% | +14.4% |
| 6M | +17.3% | -35.9% | +53.1% | +16.5% |
| YTD | -4.6% | +238.3% | -242.9% | -21.8% |
| 1Y | +0.8% | +296.2% | -295.5% | -19.2% |
| 3Y | +28.8% | +254.1% | -225.3% | -5.5% |
| 5Y | +14.0% | -14.1% | +28.1% | +7.3% |
| All | +14.0% | -14.5% | +28.5% | +7.3% |
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