+5,731.6%
MU vs HYG
+56.1%
+5,675.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.1% | -0.7% | -3.4% | -2.2% |
| 30D | +7.0% | -0.7% | +7.7% | +9.1% |
| 3M | -2.1% | -0.2% | -1.9% | -1.2% |
| 6M | +133.1% | +1.4% | +131.6% | +128.0% |
| YTD | +241.9% | +1.5% | +240.4% | +235.3% |
| 1Y | +548.8% | +2.9% | +545.9% | +516.9% |
| 3Y | +1,308.2% | +25.6% | +1,282.6% | +764.7% |
| 5Y | +1,260.7% | +18.6% | +1,242.2% | +895.3% |
| All | +5,731.6% | +56.1% | +5,675.6% | +2,521.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling