+22.6%
LQD vs MLM
+204.6%
-182.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | +1.4% | -1.2% | +0.2% |
| 30D | -0.6% | -6.5% | +5.9% | -0.2% |
| 3M | -1.2% | -7.4% | +6.2% | -0.8% |
| 6M | -1.9% | -15.8% | +13.9% | -1.1% |
| YTD | -1.3% | -17.4% | +16.2% | -0.3% |
| 1Y | -1.0% | -17.9% | +16.9% | -0.1% |
| 3Y | +15.2% | +18.9% | -3.6% | +13.6% |
| 5Y | -4.4% | +43.4% | -47.9% | -7.1% |
| 10Y | +22.6% | +206.2% | -183.6% | +15.5% |
| All | +22.6% | +204.6% | -182.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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