-2.6%
MCD vs HYG
+26.3%
-28.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.7% |
| 30D | -6.7% | -0.1% | -6.7% | -6.7% |
| 3M | -9.6% | +0.7% | -10.2% | -10.1% |
| 6M | -22.3% | +1.5% | -23.8% | -23.3% |
| YTD | -15.4% | +1.9% | -17.4% | -16.9% |
| 1Y | -16.8% | +3.7% | -20.5% | -19.4% |
| All | -2.6% | +26.3% | -28.9% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling