+1.8%
HYG vs MPWR
+47.3%
-45.5%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +0.1% |
| 7D | -0.4% | +16.8% | -17.2% | -0.8% |
| 30D | +0.7% | +11.9% | -11.2% | +0.3% |
| 3M | -2.1% | +2.2% | -4.3% | -2.3% |
| 6M | -0.8% | -15.5% | +14.7% | -0.5% |
| YTD | +0.3% | +54.2% | -53.9% | -2.2% |
| 1Y | +1.8% | +51.5% | -49.7% | -0.7% |
| All | +1.8% | +47.3% | -45.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling