+17.6%
LQD vs MP
+114.3%
-96.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.2% |
| 7D | +0.2% | -10.5% | +10.8% | +0.4% |
| 30D | +2.4% | -23.5% | +25.9% | +2.8% |
| 3M | -0.9% | -25.4% | +24.6% | -0.5% |
| 6M | -2.3% | -51.3% | +48.9% | -1.5% |
| YTD | -1.7% | -29.9% | +28.2% | -1.5% |
| 1Y | -1.6% | -31.8% | +30.2% | -1.4% |
| 3Y | +17.6% | +127.0% | -109.4% | +13.0% |
| All | +17.6% | +114.3% | -96.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling