-1.3%
LQD vs MP
+257.7%
-258.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 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% | +13.9% |
| 5Y | -5.3% | -3.3% | -2.0% | -7.2% |
| All | -1.3% | +257.7% | -258.9% | -4.5% |
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