+334.3%
SPGI vs MDT
+62.0%
+272.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | -0.9% | +3.5% | -4.4% | -2.7% |
| 30D | +15.5% | +16.2% | -0.7% | +6.6% |
| 3M | +15.7% | +18.9% | -3.2% | +5.2% |
| 6M | +19.1% | +37.3% | -18.3% | -0.2% |
| YTD | -4.1% | +9.7% | -13.8% | -9.8% |
| 1Y | +1.2% | +15.2% | -14.0% | -7.6% |
| 3Y | +31.6% | +61.8% | -30.2% | -3.6% |
| 5Y | +12.4% | -1.4% | +13.8% | +9.3% |
| 10Y | +334.3% | +61.6% | +272.7% | +207.7% |
| All | +334.3% | +62.0% | +272.3% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling