+150.1%
HYG vs MPWR
+12,941.6%
-12,791.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.9% | -8.7% | -0.6% |
| 7D | -0.2% | +17.3% | -17.5% | -1.9% |
| 30D | +0.6% | +12.1% | -11.5% | -0.8% |
| 3M | -1.2% | +5.6% | -6.9% | -2.3% |
| 6M | -0.4% | -10.7% | +10.3% | -0.4% |
| YTD | +0.8% | +64.0% | -63.2% | -5.6% |
| 1Y | +1.7% | +55.9% | -54.2% | -4.4% |
| 3Y | +24.7% | +199.5% | -174.8% | +5.7% |
| 5Y | +18.4% | +176.6% | -158.2% | -1.8% |
| 10Y | +57.6% | +1,921.6% | -1,864.0% | +0.5% |
| All | +150.1% | +12,941.6% | -12,791.5% | +21.6% |
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