-6.0%
LQD vs MRNA
-67.9%
+61.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -1.3% | +126.1% | -127.4% | -3.7% |
| 3M | -3.2% | +190.0% | -193.2% | -6.5% |
| 6M | -2.1% | +157.2% | -159.4% | -5.2% |
| YTD | -2.4% | +388.2% | -390.6% | -7.5% |
| 1Y | -2.7% | +467.0% | -469.7% | -8.5% |
| 3Y | +14.2% | +36.1% | -21.9% | +11.6% |
| All | -6.0% | -67.9% | +61.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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