+151.7%
HYG vs MCO
+889.6%
-737.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 6M | +1.4% | +7.0% | -5.6% | +0.1% |
| YTD | +1.5% | -6.4% | +7.9% | +2.0% |
| 1Y | +2.9% | -7.6% | +10.5% | +3.5% |
| 3Y | +25.6% | +43.2% | -17.6% | +16.8% |
| 5Y | +18.6% | +29.6% | -11.0% | +10.8% |
| 10Y | +55.7% | +389.2% | -333.5% | +17.0% |
| All | +151.7% | +889.6% | -737.9% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling