-1.9%
LQD vs MDB
-8.5%
+6.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +0.8% |
| 7D | +0.4% | -16.5% | +16.9% | +0.6% |
| 30D | +2.6% | -8.6% | +11.2% | +2.7% |
| 3M | -1.7% | -13.6% | +11.9% | -1.6% |
| 6M | -1.9% | +24.1% | -26.0% | -2.2% |
| YTD | -2.2% | -21.8% | +19.6% | -2.2% |
| 1Y | -1.9% | -7.7% | +5.8% | -2.0% |
| All | -1.9% | -8.5% | +6.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling