+22.2%
LQD vs MDT
+39.8%
-17.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | -1.3% | +0.2% | -1.5% | -1.3% |
| 3M | -3.2% | +14.3% | -17.5% | -4.3% |
| 6M | -2.1% | +4.0% | -6.1% | -2.5% |
| YTD | -2.4% | -3.7% | +1.3% | -2.2% |
| 1Y | -2.7% | -0.4% | -2.3% | -2.8% |
| 3Y | +14.2% | +23.3% | -9.1% | +11.8% |
| 5Y | -5.8% | -18.9% | +13.1% | -5.5% |
| All | +22.2% | +39.8% | -17.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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