+188.6%
LQD vs MLM
+1,743.5%
-1,555.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.2% | -4.1% | +4.4% | +0.4% |
| 30D | +2.4% | +8.2% | -5.8% | +2.2% |
| 3M | -0.9% | -3.6% | +2.7% | -0.8% |
| 6M | -2.3% | -15.6% | +13.2% | -2.0% |
| YTD | -1.7% | -16.4% | +14.7% | -1.4% |
| 1Y | -1.6% | -14.3% | +12.7% | -1.3% |
| 3Y | +17.6% | +19.3% | -1.7% | +16.9% |
| 5Y | -5.3% | +29.6% | -34.9% | -6.2% |
| 10Y | +23.3% | +189.9% | -166.6% | +20.5% |
| All | +188.6% | +1,743.5% | -1,555.0% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling