+26.7%
HYG vs MOD
+312.9%
-286.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | 0.0% | +6.3% | -6.3% | -0.2% |
| 30D | -0.1% | -1.7% | +1.6% | -0.1% |
| 3M | +1.0% | -30.1% | +31.1% | +2.0% |
| 6M | +2.3% | +2.7% | -0.4% | +1.7% |
| YTD | +2.1% | +44.1% | -41.9% | +0.1% |
| 1Y | +3.8% | +38.7% | -34.9% | +1.6% |
| 3Y | +26.7% | +309.8% | -283.1% | +14.3% |
| All | +26.7% | +312.9% | -286.2% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling