-5.8%
LQD vs MTB
+101.1%
-106.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -1.1% | -0.4% | -0.6% | -1.1% |
| 30D | -1.1% | -4.6% | +3.5% | -1.0% |
| 3M | -2.3% | +7.4% | -9.8% | -2.6% |
| 6M | -2.9% | +18.7% | -21.6% | -3.4% |
| YTD | -2.3% | +21.1% | -23.4% | -2.9% |
| 1Y | -2.2% | +24.1% | -26.2% | -2.9% |
| 3Y | +14.0% | +115.3% | -101.3% | +11.2% |
| 5Y | -5.8% | +106.0% | -111.8% | -6.0% |
| All | -5.8% | +101.1% | -106.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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