-2.1%
LQD vs MDLN
-7.5%
+5.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.8% |
| 7D | -1.1% | -11.5% | +10.4% | -0.8% |
| 30D | -1.1% | -7.6% | +6.4% | -1.0% |
| 3M | -2.3% | -11.4% | +9.0% | -2.2% |
| 6M | -2.9% | -24.5% | +21.6% | -2.5% |
| YTD | -2.3% | -22.9% | +20.6% | -1.7% |
| All | -2.1% | -7.5% | +5.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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