+9.5%
MCHP vs HYG
+1.2%
+8.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.3% | -13.6% | -12.5% |
| 7D | -20.1% | -0.4% | -19.7% | -18.4% |
| 30D | -20.2% | 0.0% | -20.2% | -19.9% |
| 3M | -16.1% | -2.3% | -13.8% | -6.5% |
| 6M | -33.4% | -1.3% | -32.1% | -28.0% |
| YTD | +3.5% | -0.3% | +3.8% | +6.4% |
| 1Y | +9.5% | +1.2% | +8.3% | +4.3% |
| All | +9.5% | +1.2% | +8.2% | +4.3% |
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 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