+3.6%
HYG vs MOD
+29.8%
-26.2%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -0.2% | +3.6% | -3.8% | -0.3% |
| 30D | -0.1% | -2.6% | +2.6% | -0.1% |
| 3M | +0.7% | -33.1% | +33.8% | +1.6% |
| 6M | +1.5% | -7.5% | +9.0% | +1.3% |
| YTD | +1.9% | +39.3% | -37.3% | +0.7% |
| All | +3.6% | +29.8% | -26.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling