+42.7%
HYG vs MDB
+997.6%
-954.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -0.7% | -17.3% | +16.5% | 0.0% |
| 3M | -0.2% | +2.2% | -2.4% | -0.6% |
| 6M | +1.4% | +33.9% | -32.4% | -0.5% |
| YTD | +1.5% | -13.7% | +15.1% | +1.3% |
| 1Y | +2.9% | +9.1% | -6.2% | +1.4% |
| 3Y | +25.6% | -8.1% | +33.8% | +22.5% |
| 5Y | +18.6% | -25.9% | +44.5% | +12.9% |
| All | +42.7% | +997.6% | -954.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling