-5.2%
LQD vs MPC
+563.2%
-568.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | +0.1% |
| 7D | +0.9% | -9.4% | +10.3% | +1.0% |
| 30D | +2.2% | -14.3% | +16.5% | +2.3% |
| 3M | -0.9% | +31.1% | -32.0% | -1.2% |
| 6M | -2.2% | +60.3% | -62.5% | -2.6% |
| YTD | -1.6% | +142.5% | -144.1% | -2.7% |
| 1Y | -1.3% | +104.6% | -105.9% | -2.2% |
| 3Y | +17.4% | +191.7% | -174.3% | +15.2% |
| 5Y | -5.2% | +549.2% | -554.4% | -6.0% |
| All | -5.2% | +563.2% | -568.4% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling