+23.3%
LQD vs MPC
+1,153.9%
-1,130.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | 0.0% | +3.2% | -3.3% | -0.1% |
| 30D | -0.2% | +25.0% | -25.2% | -0.9% |
| 3M | -1.7% | +55.2% | -56.8% | -3.1% |
| 6M | -2.7% | +86.4% | -89.1% | -4.8% |
| YTD | -1.4% | +148.5% | -149.9% | -4.6% |
| 1Y | -1.0% | +121.7% | -122.7% | -3.8% |
| 3Y | +15.1% | +172.9% | -157.8% | +10.4% |
| 5Y | -5.2% | +679.9% | -685.1% | -13.3% |
| 10Y | +23.3% | +1,174.7% | -1,151.4% | +6.2% |
| All | +23.3% | +1,153.9% | -1,130.6% | +6.2% |
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