+1.8%
HYG vs MPC
+113.7%
-112.0%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | 0.0% |
| 7D | -0.4% | +11.2% | -11.6% | -0.2% |
| 30D | +0.7% | -14.5% | +15.2% | +0.4% |
| 3M | -2.1% | +16.7% | -18.8% | -1.9% |
| 6M | -0.8% | +67.6% | -68.4% | +0.2% |
| YTD | +0.3% | +157.9% | -157.7% | +1.1% |
| 1Y | +1.8% | +116.7% | -114.9% | +2.8% |
| All | +1.8% | +113.7% | -112.0% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling