+148.8%
HYG vs MOD
+507.5%
-358.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +27.9% | -27.9% | -1.9% |
| 7D | -0.4% | +40.4% | -40.8% | -2.8% |
| 30D | +0.7% | -14.0% | +14.7% | +1.1% |
| 3M | -2.1% | -33.3% | +31.2% | -0.2% |
| 6M | -0.8% | -51.4% | +50.6% | +2.7% |
| YTD | +0.3% | +1.6% | -1.3% | -1.9% |
| 1Y | +1.8% | +5.4% | -3.6% | -0.9% |
| 3Y | +24.1% | +191.0% | -166.9% | +8.9% |
| 5Y | +17.7% | +1,093.1% | -1,075.4% | -9.0% |
| 10Y | +56.8% | +1,095.2% | -1,038.5% | +13.2% |
| All | +148.8% | +507.5% | -358.7% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling