+126.9%
LQD vs MPWR
+15,324.6%
-15,197.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.2% |
| 7D | +0.2% | -1.7% | +2.0% | +0.3% |
| 30D | +2.4% | -16.5% | +18.9% | +2.7% |
| 3M | -0.9% | -12.3% | +11.4% | -0.7% |
| 6M | -2.3% | -27.7% | +25.4% | -1.8% |
| YTD | -1.7% | +32.0% | -33.7% | -2.7% |
| 1Y | -1.6% | +25.1% | -26.7% | -2.5% |
| 3Y | +17.6% | +146.5% | -128.9% | +14.0% |
| 5Y | -5.3% | +126.0% | -131.3% | -8.6% |
| 10Y | +23.3% | +1,582.7% | -1,559.4% | +15.6% |
| All | +126.9% | +15,324.6% | -15,197.7% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling