+25.5%
LQD vs MPC
+1,145.2%
-1,119.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | 0.0% |
| 7D | -0.5% | +2.6% | -3.1% | -0.6% |
| 30D | +1.3% | -12.2% | +13.5% | +1.7% |
| 3M | -1.1% | +20.1% | -21.1% | -1.7% |
| 6M | -2.6% | +60.6% | -63.2% | -4.3% |
| YTD | -2.3% | +150.6% | -152.8% | -5.6% |
| 1Y | -2.4% | +104.7% | -107.1% | -5.0% |
| 3Y | +16.0% | +194.5% | -178.5% | +10.9% |
| 5Y | -4.6% | +582.3% | -586.9% | -12.4% |
| 10Y | +25.5% | +1,135.3% | -1,109.8% | +6.9% |
| All | +25.5% | +1,145.2% | -1,119.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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