+33.9%
HYG vs MP
+450.8%
-416.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -0.2% | -2.9% | +2.7% | -0.1% |
| 30D | +0.1% | +13.8% | -13.7% | -0.3% |
| 3M | +0.7% | -16.7% | +17.3% | +1.0% |
| 6M | +1.5% | -11.5% | +13.0% | +1.5% |
| YTD | +2.2% | +7.9% | -5.8% | +1.4% |
| 1Y | +3.9% | -15.0% | +18.9% | +3.5% |
| 3Y | +26.0% | +153.5% | -127.5% | +18.3% |
| 5Y | +19.2% | +58.7% | -39.5% | +13.3% |
| All | +33.9% | +450.8% | -416.9% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling