+189.9%
LQD vs MET
+606.9%
-416.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.2% | +1.1% | -0.9% | +0.2% |
| 30D | -0.6% | -2.3% | +1.7% | -0.5% |
| 3M | -1.2% | +13.9% | -15.1% | -1.5% |
| 6M | -1.9% | +34.8% | -36.7% | -2.5% |
| YTD | -1.3% | +23.5% | -24.8% | -1.7% |
| 1Y | -1.0% | +23.4% | -24.4% | -1.5% |
| 3Y | +15.2% | +64.9% | -49.6% | +13.9% |
| 5Y | -4.4% | +82.0% | -86.5% | -5.8% |
| 10Y | +22.6% | +244.4% | -221.8% | +18.7% |
| All | +189.9% | +606.9% | -416.9% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling