+17.8%
HYG vs MPC
+603.7%
-585.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.6% |
| 7D | -0.4% | +9.4% | -9.8% | -0.9% |
| 30D | +0.4% | -13.4% | +13.8% | +1.1% |
| 3M | -1.8% | +18.9% | -20.7% | -3.0% |
| 6M | -0.7% | +64.9% | -65.6% | -4.0% |
| YTD | +0.3% | +156.8% | -156.5% | -6.4% |
| 1Y | +1.4% | +113.2% | -111.8% | -4.0% |
| 3Y | +24.1% | +201.8% | -177.7% | +12.7% |
| 5Y | +17.8% | +601.4% | -583.6% | -0.8% |
| All | +17.8% | +603.7% | -585.9% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling