-1.9%
LQD vs MMM
+22.1%
-23.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.5% | -8.8% | +0.1% |
| 7D | +0.4% | +12.2% | -11.8% | -0.4% |
| 30D | +2.6% | +18.8% | -16.2% | +1.4% |
| 3M | -1.7% | +7.4% | -9.1% | -2.2% |
| 6M | -1.9% | +38.3% | -40.2% | -4.0% |
| YTD | -2.2% | +22.9% | -25.0% | -3.6% |
| 1Y | -1.9% | +23.0% | -24.9% | -3.3% |
| All | -1.9% | +22.1% | -23.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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