+1,263.7%
MU vs HYG
+18.3%
+1,245.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -3.6% |
| 7D | +2.0% | -0.7% | +2.8% | +4.3% |
| 30D | +12.5% | -0.6% | +13.1% | +14.5% |
| 3M | +9.6% | +0.4% | +9.2% | +8.9% |
| 6M | +142.6% | +1.2% | +141.4% | +138.1% |
| YTD | +242.7% | +1.5% | +241.2% | +235.2% |
| 1Y | +599.3% | +3.2% | +596.1% | +558.0% |
| 3Y | +1,308.3% | +25.9% | +1,282.4% | +767.8% |
| 5Y | +1,263.7% | +18.6% | +1,245.1% | +1,054.4% |
| All | +1,263.7% | +18.3% | +1,245.5% | +1,054.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling