+30.1%
SPGI vs MDY
+58.3%
-28.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | +16.1% | +1.0% | +15.1% | +15.5% |
| 3M | +15.5% | -4.1% | +19.6% | +17.8% |
| 6M | +19.6% | +0.6% | +19.0% | +18.7% |
| YTD | -3.6% | +12.9% | -16.5% | -10.6% |
| 1Y | +2.2% | +14.6% | -12.4% | -6.1% |
| 3Y | +30.1% | +57.1% | -27.0% | -0.6% |
| All | +30.1% | +58.3% | -28.2% | -0.6% |
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