+189.0%
LQD vs MOD
+454.2%
-265.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.9% | -9.7% | 0.0% |
| 7D | +0.9% | -13.9% | +14.9% | +1.0% |
| 30D | +2.2% | -41.5% | +43.7% | +2.7% |
| 3M | -0.9% | -45.7% | +44.8% | -0.4% |
| 6M | -2.2% | -61.1% | +58.9% | -1.4% |
| YTD | -1.6% | -20.5% | +18.9% | -1.6% |
| 1Y | -1.3% | -32.1% | +30.8% | -1.2% |
| 3Y | +17.4% | +146.5% | -129.0% | +15.6% |
| 5Y | -5.2% | +812.7% | -817.9% | -7.9% |
| 10Y | +25.7% | +966.8% | -941.1% | +20.6% |
| All | +189.0% | +454.2% | -265.3% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling