+18.3%
HYG vs MDB
-23.0%
+41.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.6% |
| 7D | -0.7% | -2.8% | +2.0% | -0.6% |
| 30D | -0.6% | -14.9% | +14.3% | 0.0% |
| 3M | +0.4% | +7.3% | -6.9% | -0.2% |
| 6M | +1.2% | +38.2% | -37.0% | -0.8% |
| YTD | +1.5% | -10.9% | +12.4% | +1.2% |
| 1Y | +3.2% | +11.6% | -8.5% | +1.6% |
| 3Y | +25.9% | -0.9% | +26.8% | +22.3% |
| All | +18.3% | -23.0% | +41.3% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling