+55.6%
HYG vs MPC
+1,171.2%
-1,115.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.4% | +11.2% | -11.6% | -1.4% |
| 30D | +0.7% | -14.5% | +15.2% | +2.1% |
| 3M | -2.1% | +16.7% | -18.8% | -3.8% |
| 6M | -0.8% | +67.6% | -68.4% | -6.2% |
| YTD | +0.3% | +157.9% | -157.7% | -9.6% |
| 1Y | +1.8% | +116.7% | -114.9% | -6.6% |
| 3Y | +24.1% | +199.8% | -175.6% | +8.7% |
| 5Y | +17.7% | +604.4% | -586.7% | -7.7% |
| All | +55.6% | +1,171.2% | -1,115.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling