+25.7%
HYG vs MUB
+7.4%
+18.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.1% |
| 7D | -0.7% | -1.2% | +0.5% | +0.1% |
| 30D | -0.6% | -2.8% | +2.2% | +1.4% |
| 3M | +0.4% | -3.1% | +3.5% | +2.6% |
| 6M | +1.2% | -2.9% | +4.1% | +3.3% |
| YTD | +1.5% | -2.0% | +3.5% | +2.9% |
| 1Y | +3.2% | 0.0% | +3.2% | +3.2% |
| All | +25.7% | +7.4% | +18.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling