+14.2%
LQD vs MDY
+48.5%
-34.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -1.3% | -4.6% | +3.4% | -0.5% |
| 3M | -3.2% | -1.2% | -2.0% | -3.0% |
| 6M | -2.1% | +9.2% | -11.3% | -3.5% |
| YTD | -2.4% | +13.1% | -15.4% | -4.3% |
| 1Y | -2.7% | +13.0% | -15.7% | -4.6% |
| 3Y | +14.2% | +49.2% | -35.0% | +4.1% |
| All | +14.2% | +48.5% | -34.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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