+106.9%
SPG vs MDY
+47.1%
+59.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.8% |
| 7D | 0.0% | +1.0% | -1.0% | -1.0% |
| 30D | -4.9% | -3.1% | -1.8% | -2.2% |
| 3M | +3.3% | +1.8% | +1.5% | +1.3% |
| 6M | +11.2% | +10.8% | +0.4% | +0.4% |
| YTD | +17.1% | +14.4% | +2.6% | +2.2% |
| 1Y | +21.6% | +15.2% | +6.4% | +5.1% |
| 3Y | +111.9% | +51.2% | +60.7% | +37.9% |
| 5Y | +106.9% | +47.2% | +59.7% | +41.3% |
| All | +106.9% | +47.1% | +59.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling