-4.4%
LQD vs MNST
+81.5%
-85.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +0.2% | -4.1% | +4.3% | +0.6% |
| 30D | -0.6% | -4.5% | +3.9% | -0.2% |
| 3M | -1.2% | -2.5% | +1.2% | -1.1% |
| 6M | -1.9% | +14.1% | -16.1% | -3.2% |
| YTD | -1.3% | +12.6% | -13.8% | -2.5% |
| 1Y | -1.0% | +36.9% | -38.0% | -4.0% |
| 3Y | +15.2% | +53.1% | -37.9% | +10.2% |
| 5Y | -4.4% | +78.2% | -82.6% | -11.2% |
| All | -4.4% | +81.5% | -85.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 5y: compounded portfolio wealth divided by compounded MNST 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…
5y analysis · Full analysis span regression · 6 months rolling