+9,381.6%
SPGI vs MDY
+2,594.0%
+6,787.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.2% | +2.3% | -1.0% | -0.6% |
| 30D | +15.9% | +2.0% | +13.9% | +14.0% |
| 3M | +12.3% | -5.6% | +17.9% | +17.3% |
| 6M | +23.7% | +1.3% | +22.4% | +21.6% |
| YTD | -3.5% | +12.3% | -15.9% | -13.1% |
| 1Y | +0.4% | +15.8% | -15.4% | -11.8% |
| 3Y | +29.9% | +56.5% | -26.6% | -12.2% |
| 5Y | +15.2% | +35.1% | -19.9% | -12.8% |
| 10Y | +337.2% | +167.4% | +169.8% | +85.9% |
| All | +9,381.6% | +2,594.0% | +6,787.6% | +923.6% |
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 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