+14.2%
LQD vs MDT
+25.9%
-11.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | -1.1% | +1.0% | -2.2% | -1.2% |
| 3M | -2.3% | +15.2% | -17.5% | -3.5% |
| 6M | -2.9% | +3.7% | -6.6% | -3.1% |
| YTD | -2.3% | -3.0% | +0.7% | -2.0% |
| 1Y | -2.2% | +2.5% | -4.6% | -2.4% |
| All | +14.2% | +25.9% | -11.6% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling