+17.6%
LQD vs MOD
+129.2%
-111.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.2% |
| 7D | +0.2% | -25.5% | +25.8% | +0.7% |
| 30D | +2.4% | -49.0% | +51.4% | +3.6% |
| 3M | -0.9% | -49.8% | +48.9% | +0.3% |
| 6M | -2.3% | -64.8% | +62.4% | -0.6% |
| YTD | -1.7% | -27.6% | +25.9% | -1.6% |
| 1Y | -1.6% | -35.2% | +33.6% | -1.3% |
| 3Y | +17.6% | +137.1% | -119.5% | +7.2% |
| All | +17.6% | +129.2% | -111.6% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling