+338.6%
SPGI vs MDY
+173.8%
+164.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -1.4% | +0.2% | -1.6% | -1.6% |
| 30D | +15.3% | +2.1% | +13.1% | +13.3% |
| 3M | +16.5% | -3.6% | +20.1% | +19.6% |
| 6M | +19.8% | +1.7% | +18.1% | +17.5% |
| YTD | -3.2% | +13.8% | -17.1% | -13.5% |
| 1Y | +1.8% | +15.5% | -13.7% | -10.2% |
| 3Y | +30.6% | +58.3% | -27.7% | -12.6% |
| 5Y | +16.0% | +37.4% | -21.4% | -13.3% |
| 10Y | +338.6% | +171.0% | +167.6% | +88.0% |
| All | +338.6% | +173.8% | +164.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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