+13,845.6%
SPGI vs MDT
+7,952.5%
+5,893.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +0.1% | +3.2% | -3.1% | -0.9% |
| 30D | +8.4% | +9.5% | -1.1% | +5.1% |
| 3M | +11.8% | +16.0% | -4.1% | +6.2% |
| 6M | +5.7% | +0.2% | +5.5% | +5.2% |
| YTD | -9.7% | -0.3% | -9.4% | -10.2% |
| 1Y | -12.5% | +4.7% | -17.2% | -14.5% |
| 3Y | +21.8% | +26.5% | -4.7% | +10.5% |
| 5Y | +8.2% | -18.2% | +26.4% | +12.8% |
| 10Y | +309.5% | +40.0% | +269.5% | +257.8% |
| All | +13,845.6% | +7,952.5% | +5,893.2% | +5,205.7% |
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 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