+22.6%
LQD vs MPWR
+1,632.4%
-1,609.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | -0.6% | +0.9% | +0.3% |
| 30D | -0.6% | -13.1% | +12.5% | -0.1% |
| 3M | -1.2% | -21.7% | +20.5% | -0.5% |
| 6M | -1.9% | +19.5% | -21.5% | -3.0% |
| YTD | -1.3% | +34.9% | -36.2% | -2.8% |
| 1Y | -1.0% | +42.0% | -43.0% | -2.9% |
| 3Y | +15.2% | +148.8% | -133.6% | +8.8% |
| 5Y | -4.4% | +156.8% | -161.2% | -11.0% |
| 10Y | +22.6% | +1,650.0% | -1,627.4% | +8.7% |
| All | +22.6% | +1,632.4% | -1,609.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling