-0.8%
LQD vs MP
+450.8%
-451.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.4% | -2.9% | +2.4% | -0.4% |
| 30D | -0.8% | +13.8% | -14.6% | -1.0% |
| 3M | -1.9% | -16.7% | +14.8% | -1.7% |
| 6M | -2.7% | -11.5% | +8.8% | -2.7% |
| YTD | -1.3% | +7.9% | -9.2% | -1.7% |
| 1Y | 0.0% | -15.0% | +15.0% | -0.2% |
| 3Y | +14.9% | +153.5% | -138.6% | +11.2% |
| 5Y | -4.6% | +58.7% | -63.2% | -7.1% |
| All | -0.8% | +450.8% | -451.6% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling