Regression from Jan 2006 - Oct 2013

Rm-Rf Alpha R2
1.16 0.92% 0.877
Standard error 0.0454 0.0022
t-statistics 25.58 0.36

Fund Profile

Symbol MDYG
Issuer SPDR
Type ETF
Region USA
Style Mid Growth

Rolling Charts:


Fund Returns from Jan 2006 - Oct 2013

Month RaR Rm-Rf Rf
200601 5.51 3.04 0.35
200602 -0.88 -0.30 0.34
200603 4.19 1.46 0.37
200604 0.68 0.72 0.36
200605 -5.77 -3.57 0.43
200606 -0.46 -0.35 0.40
200607 -4.37 -0.78 0.40
200608 2.19 2.03 0.42
200609 2.08 1.84 0.41
200610 3.18 3.23 0.41
200611 4.71 1.71 0.42
200612 -2.42 0.87 0.40
200701 3.68 1.41 0.44
200702 0.47 -1.95 0.38
200703 0.77 0.68 0.43
200704 4.14 3.49 0.44
200705 4.85 3.24 0.41
200706 -1.17 -1.96 0.40
200707 -2.96 -3.74 0.40
200708 0.14 0.92 0.42
200709 4.25 3.23 0.32
200710 3.41 1.80 0.32
200711 -5.87 -4.82 0.34
200712 -0.92 -0.86 0.27
200801 -5.86 -6.35 0.21
200802 -1.54 -3.09 0.13
200803 -3.04 -0.94 0.17
200804 7.12 4.60 0.18
200805 5.14 1.86 0.18
200806 -5.50 -8.44 0.17
200807 -2.60 -0.77 0.15
200808 1.30 1.53 0.13
200809 -14.97 -9.24 0.15
200810 -23.83 -17.23 0.08
200811 -10.13 -7.86 0.03
200812 6.03 1.66 0.09
200901 -3.65 -8.12 0.00
200902 -7.02 -10.09 0.01
200903 8.58 8.95 0.02
200904 17.11 10.19 0.01
200905 4.47 5.21 0.00
200906 -0.36 0.43 0.01
200907 9.75 7.72 0.01
200908 3.79 3.32 0.01
200909 7.47 4.08 0.01
200910 -4.64 -2.59 0.00
200911 4.73 5.56 0.00
200912 7.67 2.75 0.01
201001 -4.96 -3.36 0.00
201002 5.11 3.40 0.00
201003 7.48 6.32 0.01
201004 3.99 2.00 0.00
201005 -7.55 -7.89 0.01
201006 -5.73 -5.56 0.01
201007 6.24 6.92 0.01
201008 -5.27 -4.77 0.01
201009 12.68 9.54 0.01
201010 4.13 3.88 0.01
201011 3.50 0.60 0.01
201012 7.00 6.82 0.01
201101 0.72 2.01 0.01
201102 5.02 3.49 0.01
201103 3.17 0.48 0.01
201104 3.52 2.90 0.00
201105 -1.25 -1.27 0.00
201106 -1.31 -1.75 0.00
201107 -3.12 -2.34 0.00
201108 -7.17 -6.00 0.01
201109 -9.78 -7.60 0.00
201110 13.32 11.34 0.00
201111 -1.79 -0.26 0.00
201112 -0.73 0.74 0.00
201201 6.46 5.06 0.00
201202 4.94 4.43 0.00
201203 2.08 3.11 0.00
201204 -0.27 -0.84 0.00
201205 -6.13 -6.20 0.01
201206 0.34 3.88 0.00
201207 0.39 0.79 0.00
201208 3.90 2.56 0.01
201209 1.72 2.74 0.01
201210 -1.88 -1.75 0.01
201211 3.32 0.77 0.01
201212 1.38 1.18 0.01
201301 6.78 5.58 0.00
201302 0.42 1.28 0.00
201303 4.49 4.03 0.00
201304 0.93 1.56 0.00
201305 2.97 2.81 0.00
201306 -2.36 -1.21 0.00
201307 5.59 5.65 0.00
201308 -3.55 -2.69 0.00
201309 5.77 3.76 0.00
201310 -1.87 4.17 0.00

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