+151.8%
HYG vs MTB
+305.8%
-154.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -0.6% | -4.6% | +4.0% | 0.0% |
| 3M | +0.4% | +7.4% | -7.0% | -0.6% |
| 6M | +1.2% | +18.7% | -17.4% | -1.1% |
| YTD | +1.5% | +21.1% | -19.6% | -1.2% |
| 1Y | +3.2% | +24.1% | -20.9% | +0.1% |
| 3Y | +25.9% | +115.3% | -89.5% | +12.5% |
| 5Y | +18.6% | +106.0% | -87.4% | +5.1% |
| 10Y | +55.8% | +171.6% | -115.8% | +27.7% |
| All | +151.8% | +305.8% | -154.0% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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