+188.6%
LQD vs MOD
+404.4%
-215.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.2% |
| 7D | +0.2% | -25.5% | +25.8% | +0.5% |
| 30D | +2.4% | -49.0% | +51.4% | +3.1% |
| 3M | -0.9% | -49.8% | +48.9% | -0.2% |
| 6M | -2.3% | -64.8% | +62.4% | -1.4% |
| YTD | -1.7% | -27.6% | +25.9% | -1.6% |
| 1Y | -1.6% | -35.2% | +33.6% | -1.5% |
| 3Y | +17.6% | +137.1% | -119.5% | +15.8% |
| 5Y | -5.3% | +760.3% | -765.6% | -8.0% |
| 10Y | +23.3% | +938.8% | -915.5% | +18.4% |
| All | +188.6% | +404.4% | -215.8% | +178.4% |
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