+14,609.4%
SPGI vs MDT
+8,676.3%
+5,933.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | 0.0% |
| 7D | +0.3% | +5.4% | -5.2% | -1.5% |
| 30D | +18.4% | +19.1% | -0.7% | +11.5% |
| 3M | +15.7% | +19.5% | -3.8% | +8.8% |
| 6M | +17.3% | +33.5% | -16.2% | +5.9% |
| YTD | -4.7% | +8.7% | -13.4% | -8.1% |
| 1Y | +1.8% | +16.8% | -15.0% | -4.2% |
| 3Y | +31.7% | +53.0% | -21.3% | +12.0% |
| 5Y | +12.1% | -2.9% | +14.9% | +10.3% |
| 10Y | +341.9% | +61.4% | +280.5% | +268.6% |
| All | +14,609.4% | +8,676.3% | +5,933.1% | +5,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling