+296.4%
SPGI vs MDT
+38.9%
+257.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | +2.0% | +2.8% | -0.7% | +0.5% |
| 3M | +4.3% | +13.1% | -8.8% | -2.6% |
| 6M | -0.2% | +2.3% | -2.6% | -2.1% |
| YTD | -14.8% | -2.7% | -12.1% | -14.4% |
| 1Y | -18.5% | +0.9% | -19.4% | -20.1% |
| 3Y | +16.0% | +26.8% | -10.9% | -2.4% |
| 5Y | +2.2% | -19.5% | +21.7% | +11.6% |
| 10Y | +296.4% | +40.6% | +255.9% | +206.2% |
| All | +296.4% | +38.9% | +257.6% | +206.2% |
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