+56.5%
HYG vs MPWR
+1,643.4%
-1,586.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -0.1% | -12.8% | +12.8% | +1.1% |
| 3M | +0.7% | -21.3% | +22.0% | +2.4% |
| 6M | +1.5% | +13.7% | -12.2% | -0.6% |
| YTD | +1.9% | +33.3% | -31.3% | -1.9% |
| 1Y | +3.7% | +41.3% | -37.6% | -1.0% |
| 3Y | +26.5% | +145.8% | -119.3% | +10.1% |
| 5Y | +19.0% | +155.6% | -136.7% | -0.2% |
| 10Y | +56.5% | +1,679.2% | -1,622.7% | -1.0% |
| All | +56.5% | +1,643.4% | -1,586.9% | -1.0% |
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