+22.2%
LQD vs MET
+249.3%
-227.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -1.3% | +0.5% | -1.8% | -1.3% |
| 3M | -3.2% | +11.6% | -14.8% | -3.6% |
| 6M | -2.1% | +40.8% | -42.9% | -3.4% |
| YTD | -2.4% | +25.7% | -28.0% | -3.2% |
| 1Y | -2.7% | +24.4% | -27.0% | -3.5% |
| 3Y | +14.2% | +67.5% | -53.3% | +11.7% |
| 5Y | -5.8% | +85.8% | -91.6% | -8.3% |
| All | +22.2% | +249.3% | -227.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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