+18.4%
LQD vs MDB
+997.6%
-979.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | -1.1% | -1.8% | +0.7% | -1.1% |
| 30D | -1.3% | -17.3% | +16.0% | -0.9% |
| 3M | -3.2% | +2.2% | -5.4% | -3.4% |
| 6M | -2.1% | +33.9% | -36.0% | -3.2% |
| YTD | -2.4% | -13.7% | +11.3% | -2.4% |
| 1Y | -2.7% | +9.1% | -11.7% | -3.5% |
| 3Y | +14.2% | -8.1% | +22.3% | +12.6% |
| 5Y | -5.8% | -25.9% | +20.1% | -8.5% |
| All | +18.4% | +997.6% | -979.2% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling