+60.8%
LQD vs MPC
+3,166.6%
-3,105.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | -1.5% | +9.4% | -11.0% | -1.7% |
| 30D | +0.9% | -13.4% | +14.3% | +1.2% |
| 3M | -1.7% | +18.9% | -20.6% | -2.1% |
| 6M | -2.8% | +64.9% | -67.7% | -3.9% |
| YTD | -2.8% | +156.8% | -159.6% | -5.0% |
| 1Y | -2.8% | +113.2% | -116.0% | -4.6% |
| 3Y | +15.5% | +201.8% | -186.3% | +12.0% |
| 5Y | -4.9% | +601.4% | -606.3% | -9.9% |
| 10Y | +24.9% | +1,166.0% | -1,141.1% | +13.7% |
| All | +60.8% | +3,166.6% | -3,105.8% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling