+2.9%
SPGI vs MDT
+20.2%
-17.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.8% | +1.5% |
| 7D | +7.2% | +10.7% | -3.5% | +4.0% |
| 30D | +23.2% | +19.3% | +3.9% | +17.1% |
| 3M | +17.0% | +22.8% | -5.7% | +10.6% |
| 6M | +20.4% | +36.4% | -15.9% | +11.5% |
| YTD | -1.9% | +12.1% | -14.0% | -9.2% |
| 1Y | +2.9% | +19.9% | -17.0% | -6.5% |
| All | +2.9% | +20.2% | -17.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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