+4,523.6%
SPG vs MDY
+2,662.7%
+1,860.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -6.8% | -1.5% | -5.3% | -5.6% |
| 3M | +2.7% | +0.8% | +1.9% | +1.6% |
| 6M | +5.5% | +7.4% | -2.0% | -2.2% |
| YTD | +15.7% | +15.2% | +0.5% | +0.1% |
| 1Y | +20.9% | +16.5% | +4.3% | +3.0% |
| 3Y | +112.4% | +46.8% | +65.6% | +43.7% |
| 5Y | +101.4% | +46.0% | +55.3% | +37.6% |
| 10Y | +60.6% | +172.1% | -111.4% | -33.8% |
| All | +4,523.6% | +2,662.7% | +1,860.9% | +480.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling