+2,396.1%
MUU vs HYG
+10.7%
+2,385.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.8% |
| 7D | -8.2% | -0.7% | -7.5% | +0.9% |
| 30D | +10.2% | -0.7% | +10.9% | +21.2% |
| 3M | -26.5% | -0.2% | -26.3% | -22.9% |
| 6M | +227.2% | +1.4% | +225.8% | +204.6% |
| YTD | +527.4% | +1.5% | +526.0% | +496.5% |
| 1Y | +1,843.7% | +2.9% | +1,840.8% | +1,505.9% |
| All | +2,396.1% | +10.7% | +2,385.3% | +949.6% |
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 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