+15.3%
LQD vs MPC
+177.6%
-162.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.4% | +5.4% | -5.8% | -0.4% |
| 30D | -0.8% | +31.0% | -31.7% | -0.9% |
| 3M | -1.9% | +46.0% | -48.0% | -2.1% |
| 6M | -2.7% | +77.3% | -80.0% | -3.1% |
| YTD | -1.3% | +141.9% | -143.2% | -2.4% |
| 1Y | 0.0% | +120.9% | -120.9% | -1.0% |
| All | +15.3% | +177.6% | -162.3% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling