+189.9%
LQD vs MLM
+1,731.5%
-1,541.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | 0.0% |
| 7D | -0.4% | -2.9% | +2.5% | -0.3% |
| 30D | -0.8% | -6.8% | +6.1% | -0.6% |
| 3M | -1.9% | -11.2% | +9.3% | -1.7% |
| 6M | -2.7% | -21.8% | +19.2% | -2.1% |
| YTD | -1.3% | -17.0% | +15.7% | -0.9% |
| 1Y | 0.0% | -16.4% | +16.3% | +0.3% |
| 3Y | +14.9% | +14.5% | +0.4% | +14.4% |
| 5Y | -4.6% | +41.7% | -46.3% | -5.6% |
| 10Y | +22.0% | +200.0% | -178.0% | +19.2% |
| All | +189.9% | +1,731.5% | -1,541.6% | +185.7% |
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