+186.8%
LQD vs MCO
+2,337.0%
-2,150.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | -3.2% | +7.7% | -10.9% | -3.5% |
| 6M | -2.1% | +7.0% | -9.1% | -2.4% |
| YTD | -2.4% | -6.4% | +4.1% | -2.2% |
| 1Y | -2.7% | -7.6% | +5.0% | -2.5% |
| 3Y | +14.2% | +43.2% | -29.0% | +12.7% |
| 5Y | -5.8% | +29.6% | -35.4% | -7.2% |
| 10Y | +22.2% | +389.2% | -367.1% | +18.7% |
| All | +186.8% | +2,337.0% | -2,150.2% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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