+45.8%
HYG vs MGY
+210.4%
-164.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | +3.5% | -4.3% | -0.9% |
| 30D | -0.7% | +5.3% | -6.0% | -1.1% |
| 3M | -0.2% | +2.6% | -2.8% | -0.5% |
| 6M | +1.4% | -3.3% | +4.7% | +1.4% |
| YTD | +1.5% | +29.2% | -27.8% | -0.8% |
| 1Y | +2.9% | +18.0% | -15.1% | +1.2% |
| 3Y | +25.6% | +30.0% | -4.4% | +21.8% |
| 5Y | +18.6% | +92.7% | -74.1% | +10.0% |
| All | +45.8% | +210.4% | -164.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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