+56.8%
HYG vs MPWR
+1,951.4%
-1,894.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.9% | -8.7% | -0.5% |
| 7D | -0.2% | +17.3% | -17.5% | -1.7% |
| 30D | +0.1% | +12.1% | -12.0% | -1.2% |
| 3M | -1.7% | +5.6% | -7.4% | -2.7% |
| 6M | -0.9% | -10.7% | +9.8% | -0.9% |
| YTD | +0.3% | +64.0% | -63.7% | -5.6% |
| 1Y | +1.2% | +55.9% | -54.8% | -4.4% |
| 3Y | +24.0% | +199.5% | -175.4% | +5.9% |
| 5Y | +17.8% | +176.6% | -158.8% | -1.7% |
| 10Y | +56.8% | +1,921.6% | -1,864.8% | +0.6% |
| All | +56.8% | +1,951.4% | -1,894.6% | +0.6% |
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