+1.6%
HYG vs MAR
+62.0%
-60.4%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | -0.1% | +7.7% | -7.8% | -0.4% |
| 30D | +0.7% | +19.4% | -18.7% | -0.2% |
| 3M | -2.0% | +23.3% | -25.3% | -3.0% |
| 6M | -0.9% | +22.8% | -23.7% | -2.1% |
| YTD | +0.1% | +37.8% | -37.7% | -1.8% |
| 1Y | +1.6% | +57.4% | -55.8% | -1.1% |
| All | +1.6% | +62.0% | -60.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling