+19.3%
HYG vs MLM
+43.0%
-23.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -0.1% | -6.5% | +6.4% | +0.8% |
| 3M | +1.0% | -7.4% | +8.4% | +1.8% |
| 6M | +2.3% | -15.8% | +18.1% | +4.5% |
| YTD | +2.1% | -17.4% | +19.5% | +4.3% |
| 1Y | +3.8% | -17.9% | +21.7% | +6.0% |
| 3Y | +26.7% | +18.9% | +7.8% | +20.0% |
| 5Y | +19.3% | +43.4% | -24.2% | +7.5% |
| All | +19.3% | +43.0% | -23.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 5y: compounded portfolio wealth divided by compounded MLM 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…
5y analysis · Full analysis span regression · 6 months rolling