-1.4%
LQD vs MP
+271.0%
-272.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | +1.7% | -15.3% | +17.0% | +2.0% |
| 3M | -0.7% | -33.5% | +32.8% | -0.1% |
| 6M | -2.2% | -45.5% | +43.3% | -1.5% |
| YTD | -1.9% | -27.3% | +25.4% | -1.7% |
| 1Y | -2.0% | -40.7% | +38.7% | -1.6% |
| 3Y | +16.5% | +145.9% | -129.4% | +12.7% |
| 5Y | -4.2% | -13.9% | +9.7% | -6.2% |
| All | -1.4% | +271.0% | -272.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling