-16.0%
MCD vs HYG
+3.1%
-19.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -7.8% | -0.7% | -7.0% | -7.5% |
| 3M | -10.7% | -0.2% | -10.5% | -10.6% |
| 6M | -21.3% | +1.4% | -22.7% | -22.0% |
| YTD | -15.8% | +1.5% | -17.2% | -16.6% |
| 1Y | -16.0% | +2.9% | -18.9% | -18.1% |
| All | -16.0% | +3.1% | -19.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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