+151.7%
HYG vs MKC
+311.1%
-159.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | -0.7% | -3.1% | +2.4% | -0.3% |
| 3M | -0.2% | +5.2% | -5.4% | -1.2% |
| 6M | +1.4% | -12.8% | +14.3% | +3.3% |
| YTD | +1.5% | -23.3% | +24.7% | +5.3% |
| 1Y | +2.9% | -24.1% | +27.0% | +6.8% |
| 3Y | +25.6% | -32.1% | +57.7% | +31.8% |
| 5Y | +18.6% | -32.8% | +51.4% | +23.2% |
| 10Y | +55.7% | +29.9% | +25.9% | +36.0% |
| All | +151.7% | +311.1% | -159.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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