+296.4%
SPGI vs MDY
+170.4%
+126.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.7% |
| 7D | -3.1% | -0.8% | -2.3% | -2.5% |
| 30D | +2.0% | -3.9% | +5.9% | +5.1% |
| 3M | +4.3% | 0.0% | +4.4% | +4.0% |
| 6M | -0.2% | +8.5% | -8.8% | -7.1% |
| YTD | -14.8% | +13.2% | -28.0% | -23.4% |
| 1Y | -18.5% | +15.0% | -33.6% | -28.0% |
| 3Y | +16.0% | +49.6% | -33.6% | -18.5% |
| 5Y | +2.2% | +46.0% | -43.8% | -27.5% |
| 10Y | +296.4% | +176.4% | +120.1% | +60.1% |
| All | +296.4% | +170.4% | +126.0% | +60.1% |
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