+151.7%
HYG vs MCK
+1,650.8%
-1,499.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -2.9% | +2.2% | -0.3% |
| 30D | -0.7% | +0.4% | -1.2% | -0.8% |
| 3M | -0.2% | +12.1% | -12.3% | -1.9% |
| 6M | +1.4% | -5.4% | +6.9% | +1.9% |
| YTD | +1.5% | +7.8% | -6.3% | -0.1% |
| 1Y | +2.9% | +22.9% | -20.1% | -0.6% |
| 3Y | +25.6% | +110.7% | -85.1% | +11.3% |
| 5Y | +18.6% | +346.2% | -327.6% | -6.9% |
| 10Y | +55.7% | +440.1% | -384.4% | +14.5% |
| All | +151.7% | +1,650.8% | -1,499.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 all: compounded portfolio wealth divided by compounded MCK 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…
all analysis · Full analysis span regression · 6 months rolling