+151.8%
HYG vs MDY
+442.3%
-290.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -0.7% | -2.5% | +1.8% | 0.0% |
| 30D | -0.6% | -5.0% | +4.5% | +1.0% |
| 3M | +0.4% | +0.5% | 0.0% | +0.2% |
| 6M | +1.2% | +8.0% | -6.8% | -1.3% |
| YTD | +1.5% | +12.2% | -10.7% | -2.3% |
| 1Y | +3.2% | +14.0% | -10.8% | -1.3% |
| 3Y | +25.9% | +48.2% | -22.3% | +9.7% |
| 5Y | +18.6% | +46.1% | -27.5% | +2.7% |
| 10Y | +55.8% | +173.8% | -118.0% | +6.6% |
| All | +151.8% | +442.3% | -290.5% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling