The Center for Disease Control and Prevention (CDC) established a "COVID-19 Incident Management System" on 1/7/20, according to its own release. We used that date as the starting point for the table above.

The three major indices featured in the table comprise the S&P Composite 1500 Index, which represents approximately 90% of total U.S. equity market capitalization (cap), according to S&P Dow Jones Indices. 

Sector performance can vary widely by market cap. Some of the sectors, such as Energy, reflect a significant disparity in performance (see table). 

The more defensive/income-oriented sectors (Consumer Staples, Health Care & Utilities) performed the best for investors. Information Technology, a cyclical sector, also performed fairly well, in our opinion.  

Large-cap stocks, as measured by the S&P 500 Index, have significantly outperformed their mid- and small-cap counterparts since 1/7/20. 

With respect to where the three indices stood relative to their all-time highs as of the close on 4/6/20 (not shown in table), the S&P 500, S&P MidCap 400 and S&P SmallCap 600 Indices were down 21.34%, 31.41% and 38.58%, respectively, according to Bloomberg. That is actually an improvement over where they stood at the lowest point (3/23/20 for all three indices) during the COVID-19 sell-off. As of the close on 3/23/20, the S&P 500, S&P MidCap 400 and S&P SmallCap 600 Indices were down 33.92%, 42.14% and 45.77%, respectively, from their all-time highs.