+9,377.4%
SPGI vs MDY
+2,608.4%
+6,769.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | +16.1% | +1.0% | +15.1% | +15.1% |
| 3M | +15.5% | -4.1% | +19.6% | +19.1% |
| 6M | +19.6% | +0.6% | +19.0% | +18.2% |
| YTD | -3.6% | +12.9% | -16.5% | -13.5% |
| 1Y | +2.2% | +14.6% | -12.4% | -9.5% |
| 3Y | +30.1% | +57.1% | -27.0% | -12.3% |
| 5Y | +14.9% | +37.1% | -22.2% | -14.0% |
| 10Y | +334.0% | +171.5% | +162.5% | +82.2% |
| All | +9,377.4% | +2,608.4% | +6,769.0% | +918.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling