+218.4%
SPGI vs MDB
+1,017.4%
-799.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.9% |
| 7D | +0.1% | -17.4% | +17.6% | +3.0% |
| 30D | +8.4% | -2.0% | +10.4% | +8.3% |
| 3M | +11.8% | -3.0% | +14.8% | +11.5% |
| 6M | +5.7% | +48.7% | -43.0% | -2.1% |
| YTD | -9.7% | -12.1% | +2.5% | -10.1% |
| 1Y | -12.5% | +14.5% | -27.0% | -17.0% |
| 3Y | +21.8% | -6.1% | +28.0% | +12.3% |
| 5Y | +8.2% | -27.3% | +35.5% | -4.7% |
| All | +218.4% | +1,017.4% | -799.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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