+153.5%
HYG vs MPWR
+10,678.2%
-10,524.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.2% | -2.6% | +2.4% | +0.1% |
| 30D | +0.1% | -9.0% | +9.1% | +0.9% |
| 3M | +0.7% | -25.8% | +26.5% | +3.1% |
| 6M | +1.5% | +11.8% | -10.3% | -0.6% |
| YTD | +2.2% | +35.5% | -33.3% | -2.1% |
| 1Y | +3.9% | +45.3% | -41.4% | -1.4% |
| 3Y | +26.0% | +138.5% | -112.5% | +9.6% |
| 5Y | +19.2% | +152.8% | -133.6% | -0.1% |
| 10Y | +54.8% | +1,616.6% | -1,561.8% | +0.7% |
| All | +153.5% | +10,678.2% | -10,524.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling