-4.4%
LQD vs MPC
+655.4%
-659.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | +0.2% | +3.9% | -3.6% | +0.2% |
| 30D | -0.6% | +33.8% | -34.3% | -0.8% |
| 3M | -1.2% | +49.9% | -51.1% | -1.5% |
| 6M | -1.9% | +80.9% | -82.9% | -2.5% |
| YTD | -1.3% | +147.4% | -148.7% | -2.3% |
| 1Y | -1.0% | +123.2% | -124.2% | -2.0% |
| 3Y | +15.2% | +171.7% | -156.5% | +13.3% |
| 5Y | -4.4% | +678.6% | -683.0% | -5.9% |
| All | -4.4% | +655.4% | -659.8% | -5.9% |
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 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