+55.2%
HYG vs MTCH
+208.0%
-152.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | -0.7% | +15.9% | -16.6% | -1.8% |
| 3M | -0.2% | +23.3% | -23.5% | -1.7% |
| 6M | +1.4% | +40.1% | -38.7% | -1.1% |
| YTD | +1.5% | +33.6% | -32.1% | -0.8% |
| 1Y | +2.9% | +14.1% | -11.2% | +1.6% |
| 3Y | +25.6% | +1.4% | +24.2% | +23.8% |
| 5Y | +18.6% | -73.1% | +91.7% | +24.8% |
| All | +55.2% | +208.0% | -152.8% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling