+6.8%
MHY vs SPY
+15.9%
-9.1%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | +3.3% | -4.0% | -1.1% |
| 30D | -0.9% | -2.7% | +1.8% | -0.5% |
| 3M | -1.3% | -1.7% | +0.4% | -1.1% |
| 6M | +2.5% | +3.1% | -0.6% | +1.9% |
| YTD | +5.0% | +11.9% | -6.9% | +2.9% |
| 1Y | +6.1% | +12.0% | -5.9% | +4.0% |
| All | +6.8% | +15.9% | -9.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling