+12.4%
SPGI vs MDT
-2.0%
+14.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -0.9% | +3.5% | -4.4% | -2.3% |
| 30D | +15.5% | +16.2% | -0.7% | +8.7% |
| 3M | +15.7% | +18.9% | -3.2% | +7.8% |
| 6M | +19.1% | +37.3% | -18.3% | +4.6% |
| YTD | -4.1% | +9.7% | -13.8% | -8.3% |
| 1Y | +1.2% | +15.2% | -14.0% | -5.4% |
| 3Y | +31.6% | +61.8% | -30.2% | +3.0% |
| 5Y | +12.4% | -1.4% | +13.8% | +8.6% |
| All | +12.4% | -2.0% | +14.5% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling