+26.7%
HYG vs MP
+159.6%
-132.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | 0.0% | +3.0% | -3.0% | 0.0% |
| 30D | -0.1% | +8.3% | -8.4% | -0.2% |
| 3M | +1.0% | -3.8% | +4.8% | +0.9% |
| 6M | +2.3% | -4.9% | +7.2% | +2.2% |
| YTD | +2.1% | +9.6% | -7.5% | +1.6% |
| 1Y | +3.8% | -11.7% | +15.5% | +3.5% |
| 3Y | +26.7% | +158.5% | -131.8% | +21.8% |
| All | +26.7% | +159.6% | -132.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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