+265.1%
MU vs HYG
+1.8%
+263.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.7% | -7.7% | -11.9% |
| 7D | -19.1% | -0.1% | -19.0% | -18.5% |
| 30D | -25.2% | +0.7% | -25.9% | -28.9% |
| 3M | -10.9% | -2.0% | -8.9% | +5.1% |
| 6M | +38.0% | -0.9% | +38.9% | +52.4% |
| YTD | +178.8% | +0.1% | +178.8% | +200.5% |
| 1Y | +265.1% | +1.6% | +263.5% | +238.5% |
| All | +265.1% | +1.8% | +263.3% | +238.5% |
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