+0.4%
SPGI vs MDLN
+15.3%
-14.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +18.4% | -15.0% | +0.4% |
| 7D | +7.2% | +24.7% | -17.5% | +3.2% |
| 30D | +23.2% | +12.7% | +10.5% | +20.5% |
| 3M | +17.0% | -4.0% | +21.0% | +17.6% |
| 6M | +20.4% | -8.7% | +29.1% | +21.9% |
| YTD | -1.9% | -3.9% | +2.0% | -0.9% |
| All | +0.4% | +15.3% | -14.9% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling