-4.2%
LQD vs MDB
-39.7%
+35.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | 0.0% |
| 7D | -0.5% | +3.0% | -3.5% | -0.6% |
| 30D | +1.7% | -11.3% | +13.1% | +2.0% |
| 3M | -0.7% | -23.0% | +22.3% | -0.2% |
| 6M | -2.2% | +14.8% | -17.0% | -3.0% |
| YTD | -1.9% | -19.4% | +17.5% | -1.9% |
| 1Y | -2.0% | -9.0% | +6.9% | -2.5% |
| 3Y | +16.5% | -10.3% | +26.8% | +14.7% |
| 5Y | -4.2% | -38.4% | +34.2% | -7.6% |
| All | -4.2% | -39.7% | +35.5% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling