+1.6%
HYG vs MRSH
+20.0%
-18.4%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -0.1% | +9.4% | -9.5% | 0.0% |
| 30D | +0.7% | +23.4% | -22.7% | +1.0% |
| 3M | -2.0% | +9.9% | -11.9% | -1.9% |
| 6M | -0.9% | +26.0% | -26.9% | -0.5% |
| YTD | +0.1% | +15.2% | -15.2% | +0.4% |
| 1Y | +1.6% | +18.4% | -16.8% | +1.9% |
| All | +1.6% | +20.0% | -18.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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