+189.9%
LQD vs MDT
+291.2%
-101.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +0.2% | +0.4% | -0.1% | +0.2% |
| 30D | -0.6% | +6.0% | -6.6% | -0.8% |
| 3M | -1.2% | +15.5% | -16.7% | -1.8% |
| 6M | -1.9% | +3.4% | -5.3% | -2.1% |
| YTD | -1.3% | -2.2% | +0.9% | -1.3% |
| 1Y | -1.0% | +2.6% | -3.6% | -1.2% |
| 3Y | +15.2% | +27.5% | -12.3% | +13.9% |
| 5Y | -4.4% | -20.1% | +15.6% | -4.3% |
| 10Y | +22.6% | +39.1% | -16.5% | +20.7% |
| All | +189.9% | +291.2% | -101.2% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling