+62.7%
LQD vs MPC
+2,984.8%
-2,922.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | 0.0% |
| 7D | +0.9% | -9.4% | +10.3% | +1.1% |
| 30D | +2.2% | -14.3% | +16.5% | +2.5% |
| 3M | -0.9% | +31.1% | -32.0% | -1.6% |
| 6M | -2.2% | +60.3% | -62.5% | -3.3% |
| YTD | -1.6% | +142.5% | -144.1% | -3.7% |
| 1Y | -1.3% | +104.6% | -105.9% | -3.1% |
| 3Y | +17.4% | +191.7% | -174.3% | +14.0% |
| 5Y | -5.2% | +549.2% | -554.4% | -10.0% |
| 10Y | +25.7% | +1,106.2% | -1,080.5% | +14.6% |
| All | +62.7% | +2,984.8% | -2,922.2% | +48.8% |
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