+719.8%
MU vs HYG
+4.1%
+715.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.6% |
| 7D | +9.0% | -0.2% | +9.2% | +10.6% |
| 30D | +13.8% | +0.1% | +13.7% | +12.9% |
| 3M | +2.1% | +0.7% | +1.4% | -1.8% |
| 6M | +153.8% | +1.5% | +152.3% | +141.7% |
| YTD | +256.4% | +2.2% | +254.2% | +223.8% |
| 1Y | +719.8% | +3.9% | +715.9% | +559.7% |
| All | +719.8% | +4.1% | +715.6% | +559.7% |
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 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