Regression from Jan 2006 - Oct 2013

Rm-Rf Alpha R2
1.14 -1.20% 0.908
Standard error 0.0376 0.0018
t-statistics 30.18 -0.56

Fund Profile

Symbol MDYV
Issuer SPDR
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Jan 2006 - Oct 2013

Month RaR Rm-Rf Rf
200601 5.00 3.04 0.35
200602 0.43 -0.30 0.34
200603 2.18 1.46 0.37
200604 0.56 0.72 0.36
200605 -3.01 -3.57 0.43
200606 0.04 -0.35 0.40
200607 -1.51 -0.78 0.40
200608 1.77 2.03 0.42
200609 1.48 1.84 0.41
200610 4.11 3.23 0.41
200611 2.95 1.71 0.42
200612 -0.70 0.87 0.40
200701 2.35 1.41 0.44
200702 1.25 -1.95 0.38
200703 0.74 0.68 0.43
200704 4.38 3.49 0.44
200705 2.90 3.24 0.41
200706 -3.60 -1.96 0.40
200707 -5.95 -3.74 0.40
200708 -1.18 0.92 0.42
200709 2.40 3.23 0.32
200710 0.74 1.80 0.32
200711 -4.51 -4.82 0.34
200712 -0.91 -0.86 0.27
200801 -3.74 -6.35 0.21
200802 -2.89 -3.09 0.13
200803 -2.65 -0.94 0.17
200804 7.67 4.60 0.18
200805 2.10 1.86 0.18
200806 -9.24 -8.44 0.17
200807 1.12 -0.77 0.15
200808 2.53 1.53 0.13
200809 -8.44 -9.24 0.15
200810 -22.70 -17.23 0.08
200811 -8.65 -7.86 0.03
200812 4.73 1.66 0.09
200901 -9.04 -8.12 0.00
200902 -13.00 -10.09 0.01
200903 8.33 8.95 0.02
200904 16.18 10.19 0.01
200905 1.10 5.21 0.00
200906 1.37 0.43 0.01
200907 7.90 7.72 0.01
200908 9.46 3.32 0.01
200909 4.58 4.08 0.01
200910 -4.26 -2.59 0.00
200911 4.19 5.56 0.00
200912 7.06 2.75 0.01
201001 -3.47 -3.36 0.00
201002 4.39 3.40 0.00
201003 7.31 6.32 0.01
201004 4.25 2.00 0.00
201005 -7.13 -7.89 0.01
201006 -5.63 -5.56 0.01
201007 5.83 6.92 0.01
201008 -4.37 -4.77 0.01
201009 9.44 9.54 0.01
201010 2.13 3.88 0.01
201011 0.48 0.60 0.01
201012 7.33 6.82 0.01
201101 2.09 2.01 0.01
201102 4.13 3.49 0.01
201103 1.95 0.48 0.01
201104 1.73 2.90 0.00
201105 -2.30 -1.27 0.00
201106 -1.42 -1.75 0.00
201107 -4.04 -2.34 0.00
201108 -7.53 -6.00 0.01
201109 -9.95 -7.60 0.00
201110 14.20 11.34 0.00
201111 -1.56 -0.26 0.00
201112 1.87 0.74 0.00
201201 5.57 5.06 0.00
201202 4.36 4.43 0.00
201203 2.58 3.11 0.00
201204 -0.77 -0.84 0.00
201205 -7.12 -6.20 0.01
201206 3.61 3.88 0.00
201207 0.02 0.79 0.00
201208 2.58 2.56 0.01
201209 2.23 2.74 0.01
201210 -0.91 -1.75 0.01
201211 1.86 0.77 0.01
201212 3.08 1.18 0.01
201301 7.28 5.58 0.00
201302 1.97 1.28 0.00
201303 5.14 4.03 0.00
201304 -0.28 1.56 0.00
201305 3.06 2.81 0.00
201306 -1.17 -1.21 0.00
201307 6.26 5.65 0.00
201308 -4.47 -2.69 0.00
201309 4.72 3.76 0.00
201310 -0.93 4.17 0.00

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