+15.5%
LQD vs MDB
-6.8%
+22.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | +0.2% | -18.0% | +18.3% | +0.5% |
| 30D | -0.6% | -10.7% | +10.1% | -0.5% |
| 3M | -1.2% | +1.0% | -2.2% | -1.3% |
| 6M | -1.9% | +31.6% | -33.6% | -2.5% |
| YTD | -1.3% | -15.2% | +13.9% | -1.3% |
| 1Y | -1.0% | +10.1% | -11.1% | -1.5% |
| All | +15.5% | -6.8% | +22.3% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling