Regression from Oct 1995 - Oct 2013

Rm-Rf Alpha R2
1.05 2.51% 0.874
Standard error 0.0272 0.0013
t-statistics 38.53 1.63

Fund Profile

Symbol MDY
Issuer SPDR
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Oct 1995 - Oct 2013

Month RaR Rm-Rf Rf
199510 -3.17 -1.52 0.47
199511 4.20 3.95 0.42
199512 -0.80 1.03 0.49
199601 1.70 2.26 0.43
199602 3.14 1.33 0.39
199603 0.44 0.73 0.39
199604 3.28 2.06 0.46
199605 0.77 2.37 0.42
199606 -2.00 -1.14 0.40
199607 -6.11 -5.97 0.45
199608 5.40 2.77 0.41
199609 4.15 5.01 0.44
199610 0.44 0.87 0.42
199611 5.93 6.25 0.41
199612 -2.69 -1.70 0.46
199701 4.55 4.99 0.45
199702 -1.08 -0.49 0.39
199703 -4.08 -5.03 0.43
199704 2.43 4.04 0.43
199705 8.38 6.74 0.49
199706 3.19 4.10 0.37
199707 9.57 7.33 0.43
199708 0.14 -4.15 0.41
199709 5.38 5.35 0.44
199710 -3.79 -3.79 0.42
199711 1.65 2.99 0.39
199712 2.11 1.32 0.48
199801 -1.44 0.14 0.43
199802 7.81 7.03 0.39
199803 4.94 4.77 0.39
199804 1.46 0.73 0.43
199805 -4.98 -3.06 0.40
199806 1.50 3.18 0.41
199807 -4.28 -2.46 0.40
199808 -20.04 -16.08 0.43
199809 12.54 6.15 0.46
199810 7.94 7.13 0.32
199811 3.57 6.09 0.31
199812 11.52 6.15 0.38
199901 -2.48 3.50 0.35
199902 -4.94 -4.08 0.35
199903 2.45 3.45 0.43
199904 7.93 4.34 0.37
199905 0.46 -2.46 0.34
199906 5.14 4.77 0.40
199907 -2.31 -3.47 0.38
199908 -3.43 -1.38 0.39
199909 -2.75 -2.81 0.39
199910 4.87 6.13 0.39
199911 5.30 3.37 0.36
199912 5.20 7.72 0.44
200001 -2.22 -4.73 0.41
200002 7.81 2.45 0.43
200003 6.93 5.20 0.47
200004 -3.15 -6.40 0.46
200005 -0.77 -4.43 0.50
200006 1.44 4.64 0.40
200007 1.40 -2.45 0.48
200008 10.83 7.14 0.50
200009 -1.30 -5.44 0.51
200010 -3.31 -2.77 0.56
200011 -7.17 -10.73 0.51
200012 7.24 1.19 0.50
200101 2.52 3.12 0.54
200102 -6.20 -10.08 0.39
200103 -6.82 -7.27 0.44
200104 10.55 7.95 0.39
200105 2.41 0.73 0.32
200106 -0.12 -1.93 0.28
200107 -1.85 -2.13 0.30
200108 -3.08 -6.46 0.31
200109 -12.45 -9.26 0.28
200110 4.42 2.47 0.22
200111 7.19 7.54 0.17
200112 4.97 1.60 0.15
200201 -0.06 -1.44 0.14
200202 -0.21 -2.29 0.13
200203 6.94 4.24 0.13
200204 -0.22 -5.20 0.15
200205 -1.61 -1.38 0.14
200206 -7.50 -7.21 0.13
200207 -9.55 -8.18 0.15
200208 0.15 0.50 0.14
200209 -8.25 -10.35 0.14
200210 4.52 7.83 0.14
200211 6.16 5.96 0.12
200212 -4.31 -5.76 0.11
200301 -2.62 -2.57 0.10
200302 -2.59 -1.89 0.09
200303 0.35 1.09 0.10
200304 7.45 8.22 0.10
200305 8.62 6.05 0.09
200306 0.91 1.42 0.10
200307 3.57 2.34 0.07
200308 4.45 2.34 0.07
200309 -1.43 -1.23 0.08
200310 7.66 6.08 0.07
200311 3.63 1.35 0.07
200312 1.43 4.30 0.08
200401 2.19 2.15 0.07
200402 2.41 1.40 0.06
200403 0.40 -1.33 0.09
200404 -3.62 -1.83 0.08
200405 2.54 1.18 0.06
200406 1.99 1.86 0.08
200407 -4.58 -4.07 0.10
200408 -0.02 0.08 0.11
200409 2.46 1.61 0.11
200410 1.71 1.43 0.11
200411 6.09 4.54 0.15
200412 3.76 3.43 0.16
200501 -2.40 -2.75 0.16
200502 3.64 1.89 0.16
200503 -1.45 -1.96 0.21
200504 -3.71 -2.61 0.21
200505 5.71 3.65 0.24
200506 2.60 0.56 0.23
200507 5.14 3.92 0.24
200508 -0.97 -1.22 0.30
200509 0.64 0.48 0.29
200510 -2.99 -2.00 0.27
200511 5.67 3.62 0.31
200512 0.63 -0.25 0.32
200601 5.34 3.04 0.35
200602 -0.28 -0.30 0.34
200603 2.60 1.46 0.37
200604 1.35 0.72 0.36
200605 -4.34 -3.57 0.43
200606 -0.54 -0.35 0.40
200607 -2.74 -0.78 0.40
200608 1.20 2.03 0.42
200609 0.73 1.84 0.41
200610 4.07 3.23 0.41
200611 3.12 1.71 0.42
200612 -0.93 0.87 0.40
200701 3.53 1.41 0.44
200702 1.10 -1.95 0.38
200703 1.31 0.68 0.43
200704 2.77 3.49 0.44
200705 5.13 3.24 0.41
200706 -2.17 -1.96 0.40
200707 -4.69 -3.74 0.40
200708 1.13 0.92 0.42
200709 2.64 3.23 0.32
200710 2.58 1.80 0.32
200711 -4.93 -4.82 0.34
200712 -0.84 -0.86 0.27
200801 -6.00 -6.35 0.21
200802 -1.06 -3.09 0.13
200803 -1.86 -0.94 0.17
200804 7.92 4.60 0.18
200805 5.44 1.86 0.18
200806 -7.10 -8.44 0.17
200807 -1.82 -0.77 0.15
200808 1.44 1.53 0.13
200809 -10.79 -9.24 0.15
200810 -21.55 -17.23 0.08
200811 -9.49 -7.86 0.03
200812 4.43 1.66 0.09
200901 -6.66 -8.12 0.00
200902 -9.45 -10.09 0.01
200903 7.88 8.95 0.02
200904 14.78 10.19 0.01
200905 2.94 5.21 0.00
200906 0.88 0.43 0.01
200907 8.33 7.72 0.01
200908 4.36 3.32 0.01
200909 5.65 4.08 0.01
200910 -4.51 -2.59 0.00
200911 4.20 5.56 0.00
200912 6.09 2.75 0.01
201001 -3.22 -3.36 0.00
201002 5.06 3.40 0.00
201003 7.17 6.32 0.01
201004 4.17 2.00 0.00
201005 -7.05 -7.89 0.01
201006 -6.82 -5.56 0.01
201007 6.81 6.92 0.01
201008 -4.96 -4.77 0.01
201009 11.27 9.54 0.01
201010 3.40 3.88 0.01
201011 2.96 0.60 0.01
201012 6.55 6.82 0.01
201101 1.92 2.01 0.01
201102 4.54 3.49 0.01
201103 2.59 0.48 0.01
201104 2.62 2.90 0.00
201105 -0.92 -1.27 0.00
201106 -2.54 -1.75 0.00
201107 -3.46 -2.34 0.00
201108 -7.16 -6.00 0.01
201109 -10.48 -7.60 0.00
201110 13.56 11.34 0.00
201111 -0.24 -0.26 0.00
201112 -0.60 0.74 0.00
201201 6.59 5.06 0.00
201202 4.52 4.43 0.00
201203 1.92 3.11 0.00
201204 -0.28 -0.84 0.00
201205 -6.46 -6.20 0.01
201206 1.93 3.88 0.00
201207 -0.02 0.79 0.00
201208 3.55 2.56 0.01
201209 1.68 2.74 0.01
201210 -0.92 -1.75 0.01
201211 2.30 0.77 0.01
201212 2.29 1.18 0.01
201301 7.08 5.58 0.00
201302 0.83 1.28 0.00
201303 4.84 4.03 0.00
201304 0.60 1.56 0.00
201305 2.29 2.81 0.00
201306 -2.29 -1.21 0.00
201307 6.67 5.65 0.00
201308 -3.86 -2.69 0.00
201309 5.35 3.76 0.00
201310 4.49 4.17 0.00

Other Funds


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