-1.9%
LQD vs MGY
+8.9%
-10.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +0.5% |
| 7D | +0.4% | -12.1% | +12.5% | -0.2% |
| 30D | +2.6% | -2.6% | +5.2% | +2.5% |
| 3M | -1.7% | -4.2% | +2.5% | -1.8% |
| 6M | -1.9% | -23.9% | +22.0% | -2.8% |
| YTD | -2.2% | +8.8% | -11.0% | -3.0% |
| 1Y | -1.9% | +9.5% | -11.3% | -2.7% |
| All | -1.9% | +8.9% | -10.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling