+18.3%
HYG vs MCO
+28.6%
-10.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -0.7% | -3.8% | +3.1% | -0.1% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -0.2% | +7.7% | -7.9% | -1.7% |
| 6M | +1.4% | +7.0% | -5.6% | -0.1% |
| YTD | +1.5% | -6.4% | +7.9% | +2.1% |
| 1Y | +2.9% | -7.6% | +10.5% | +3.7% |
| 3Y | +25.6% | +43.2% | -17.6% | +13.4% |
| All | +18.3% | +28.6% | -10.4% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling