+1.5%
HYG vs MCO
+9.4%
-7.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.5% |
| 7D | -0.1% | +10.7% | -10.8% | -0.5% |
| 30D | +0.7% | +17.9% | -17.2% | +0.1% |
| 3M | -2.0% | +9.5% | -11.5% | -2.4% |
| 6M | -0.9% | +18.1% | -18.9% | -1.6% |
| YTD | +0.1% | +4.1% | -4.1% | -0.3% |
| All | +1.5% | +9.4% | -7.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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