+17.6%
MCD vs HYG
+18.4%
-0.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | -7.8% | -0.7% | -7.0% | -7.3% |
| 3M | -10.7% | -0.2% | -10.5% | -10.6% |
| 6M | -21.3% | +1.4% | -22.7% | -22.1% |
| YTD | -15.8% | +1.5% | -17.2% | -16.6% |
| 1Y | -16.0% | +2.9% | -18.9% | -17.7% |
| 3Y | -3.0% | +25.6% | -28.6% | -17.0% |
| All | +17.6% | +18.4% | -0.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling