+186.8%
LQD vs MDY
+1,028.0%
-841.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -1.9% | +0.8% | -1.0% |
| 30D | -1.3% | -4.6% | +3.4% | -1.0% |
| 3M | -3.2% | -1.2% | -2.0% | -3.1% |
| 6M | -2.1% | +9.2% | -11.3% | -2.7% |
| YTD | -2.4% | +13.1% | -15.4% | -3.1% |
| 1Y | -2.7% | +13.0% | -15.7% | -3.4% |
| 3Y | +14.2% | +49.2% | -35.0% | +11.4% |
| 5Y | -5.8% | +47.2% | -53.1% | -8.2% |
| 10Y | +22.2% | +176.0% | -153.8% | +16.0% |
| All | +186.8% | +1,028.0% | -841.2% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling