-1.4%
LQD vs MRSH
+17.6%
-19.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +0.4% | +6.3% | -5.9% | +0.4% |
| 30D | +2.5% | +21.9% | -19.5% | +2.5% |
| 3M | -1.5% | +9.4% | -10.9% | -1.6% |
| 6M | -2.1% | +25.9% | -28.1% | -2.0% |
| YTD | -2.0% | +14.7% | -16.7% | -2.0% |
| 1Y | -1.4% | +19.3% | -20.7% | -1.3% |
| All | -1.4% | +17.6% | -19.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling