+62.0%
SPG vs MDY
+175.0%
-113.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.1% |
| 7D | -2.2% | -2.5% | +0.3% | +0.7% |
| 30D | -5.8% | -5.0% | -0.7% | -0.2% |
| 3M | -2.8% | +0.5% | -3.3% | -3.7% |
| 6M | +8.9% | +8.0% | +0.9% | -1.1% |
| YTD | +14.3% | +12.2% | +2.1% | -1.1% |
| 1Y | +19.5% | +14.0% | +5.5% | +1.0% |
| 3Y | +106.9% | +48.2% | +58.7% | +25.4% |
| 5Y | +108.7% | +46.1% | +62.7% | +27.8% |
| All | +62.0% | +175.0% | -113.0% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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