+55.7%
HYG vs MPWR
+1,868.4%
-1,812.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -0.4% | +27.9% | -28.3% | -2.6% |
| 30D | +0.4% | +9.7% | -9.3% | -0.7% |
| 3M | -1.8% | +1.7% | -3.6% | -2.4% |
| 6M | -0.7% | -9.2% | +8.5% | -0.8% |
| YTD | +0.3% | +60.5% | -60.2% | -5.3% |
| 1Y | +1.4% | +52.0% | -50.6% | -3.9% |
| 3Y | +24.1% | +193.1% | -169.1% | +6.2% |
| 5Y | +17.8% | +167.3% | -149.5% | -1.4% |
| All | +55.7% | +1,868.4% | -1,812.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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