+19.0%
SPGI vs MDY
+51.1%
-32.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | -2.5% | +1.0% | -3.5% | -3.0% |
| 30D | +5.4% | -3.1% | +8.5% | +7.2% |
| 3M | +9.0% | +1.8% | +7.2% | +7.7% |
| 6M | +0.8% | +10.8% | -10.0% | -5.6% |
| YTD | -12.6% | +14.4% | -27.0% | -19.8% |
| 1Y | -16.1% | +15.2% | -31.3% | -23.5% |
| 3Y | +19.0% | +51.2% | -32.2% | -12.3% |
| All | +19.0% | +51.1% | -32.1% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling