-1.0%
LQD vs MOD
+34.0%
-35.0%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | -0.1% |
| 7D | 0.0% | +3.6% | -3.6% | -0.1% |
| 30D | -0.2% | -2.6% | +2.4% | -0.2% |
| 3M | -1.7% | -33.1% | +31.5% | -0.9% |
| 6M | -2.7% | -7.5% | +4.8% | -2.8% |
| YTD | -1.4% | +39.3% | -40.7% | -2.4% |
| 1Y | -1.0% | +34.3% | -35.3% | -1.8% |
| All | -1.0% | +34.0% | -35.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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