+25.6%
HYG vs MDY
+48.5%
-22.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.7% | -1.9% | +1.1% | -0.3% |
| 30D | -0.7% | -4.6% | +3.9% | +0.3% |
| 3M | -0.2% | -1.2% | +1.0% | 0.0% |
| 6M | +1.4% | +9.2% | -7.8% | -0.6% |
| YTD | +1.5% | +13.1% | -11.6% | -1.4% |
| 1Y | +2.9% | +13.0% | -10.1% | 0.0% |
| 3Y | +25.6% | +49.2% | -23.6% | +12.9% |
| All | +25.6% | +48.5% | -22.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling