-5.8%
LQD vs MET
+82.5%
-88.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | -1.1% | -2.5% | +1.4% | -1.0% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | -2.3% | +13.1% | -15.4% | -2.8% |
| 6M | -2.9% | +39.0% | -41.9% | -4.1% |
| YTD | -2.3% | +25.2% | -27.5% | -3.2% |
| 1Y | -2.2% | +25.6% | -27.8% | -3.1% |
| 3Y | +14.0% | +67.1% | -53.1% | +11.5% |
| 5Y | -5.8% | +85.1% | -90.9% | -7.3% |
| All | -5.8% | +82.5% | -88.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling