+186.8%
LQD vs MRSH
+557.0%
-370.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -4.8% | +3.7% | -1.0% |
| 30D | -1.3% | -6.3% | +5.0% | -1.1% |
| 3M | -3.2% | +5.8% | -9.0% | -3.4% |
| 6M | -2.1% | +2.8% | -4.9% | -2.3% |
| YTD | -2.4% | -3.1% | +0.8% | -2.3% |
| 1Y | -2.7% | -11.3% | +8.6% | -2.4% |
| 3Y | +14.2% | -5.0% | +19.2% | +14.2% |
| 5Y | -5.8% | +19.2% | -25.0% | -6.4% |
| 10Y | +22.2% | +217.4% | -195.2% | +20.3% |
| All | +186.8% | +557.0% | -370.3% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling