+8,977.6%
MU vs HYG
+153.4%
+8,824.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.5% |
| 7D | +7.2% | 0.0% | +7.1% | +7.1% |
| 30D | +14.0% | -0.1% | +14.1% | +14.2% |
| 3M | +5.4% | +1.0% | +4.4% | +3.6% |
| 6M | +170.3% | +2.3% | +168.0% | +160.3% |
| YTD | +250.7% | +2.1% | +248.5% | +239.9% |
| 1Y | +662.1% | +3.8% | +658.3% | +616.4% |
| 3Y | +1,341.2% | +26.7% | +1,314.5% | +816.6% |
| 5Y | +1,319.3% | +19.3% | +1,300.1% | +954.7% |
| 10Y | +5,778.3% | +55.3% | +5,723.0% | +2,637.2% |
| All | +8,977.6% | +153.4% | +8,824.2% | +1,585.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling