+850.3%
MCD vs HYG
+153.4%
+696.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.0% | 0.0% | -2.1% | -2.0% |
| 30D | -6.1% | -0.1% | -6.1% | -6.1% |
| 3M | -7.3% | +1.0% | -8.2% | -7.9% |
| 6M | -20.9% | +2.3% | -23.3% | -22.3% |
| YTD | -14.7% | +2.1% | -16.8% | -16.0% |
| 1Y | -16.1% | +3.8% | -19.9% | -18.4% |
| 3Y | -1.5% | +26.7% | -28.2% | -17.0% |
| 5Y | +20.4% | +19.3% | +1.2% | +5.8% |
| 10Y | +180.0% | +55.3% | +124.7% | +109.0% |
| All | +850.3% | +153.4% | +696.9% | +452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling