+19.3%
HYG vs MPWR
+156.2%
-136.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.2% | -2.6% | +2.4% | 0.0% |
| 30D | +0.1% | -9.0% | +9.1% | +0.7% |
| 3M | +0.7% | -25.8% | +26.5% | +2.4% |
| 6M | +1.5% | +11.8% | -10.3% | -0.2% |
| YTD | +2.2% | +35.5% | -33.3% | -1.1% |
| 1Y | +3.9% | +45.3% | -41.4% | -0.2% |
| 3Y | +26.0% | +138.5% | -112.5% | +12.0% |
| All | +19.3% | +156.2% | -136.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling