+151.8%
HYG vs MET
+198.4%
-46.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -0.7% | -2.5% | +1.7% | -0.4% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | +0.4% | +13.1% | -12.6% | -1.4% |
| 6M | +1.2% | +39.0% | -37.8% | -3.5% |
| YTD | +1.5% | +25.2% | -23.7% | -1.9% |
| 1Y | +3.2% | +25.6% | -22.5% | -0.4% |
| 3Y | +25.9% | +67.1% | -41.2% | +15.8% |
| 5Y | +18.6% | +85.1% | -66.5% | +6.7% |
| 10Y | +55.8% | +245.5% | -189.7% | +24.1% |
| All | +151.8% | +198.4% | -46.6% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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