-1.0%
SPGI vs MDLN
+20.5%
-21.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.1% |
| 7D | -1.4% | +4.5% | -5.9% | -2.1% |
| 30D | +15.3% | +17.9% | -2.6% | +11.9% |
| 3M | +16.5% | +20.3% | -3.8% | +12.8% |
| 6M | +19.8% | +7.4% | +12.4% | +18.1% |
| YTD | -3.2% | +0.4% | -3.6% | -3.0% |
| All | -1.0% | +20.5% | -21.4% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling