+25.6%
HYG vs MAR
+66.4%
-40.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -0.7% | -5.4% | +4.7% | -0.2% |
| 3M | -0.2% | -15.5% | +15.3% | +1.4% |
| 6M | +1.4% | +3.0% | -1.5% | +0.8% |
| YTD | +1.5% | +8.5% | -7.1% | +0.2% |
| 1Y | +2.9% | +26.0% | -23.1% | -0.2% |
| 3Y | +25.6% | +68.6% | -43.0% | +16.8% |
| All | +25.6% | +66.4% | -40.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling