+148.3%
HYG vs MPWR
+11,873.7%
-11,725.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +0.3% | +2.2% | -1.9% | -0.2% |
| 30D | -0.1% | -2.1% | +2.0% | -0.2% |
| 3M | -1.9% | -1.6% | -0.4% | -2.3% |
| 6M | -1.3% | -14.9% | +13.6% | -0.9% |
| YTD | +0.1% | +50.5% | -50.5% | -5.5% |
| 1Y | +1.0% | +40.0% | -38.9% | -3.9% |
| 3Y | +23.8% | +175.0% | -151.2% | +5.8% |
| 5Y | +17.3% | +162.0% | -144.6% | -2.2% |
| 10Y | +55.0% | +1,791.8% | -1,736.9% | -0.6% |
| All | +148.3% | +11,873.7% | -11,725.4% | +21.7% |
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 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