+5.3%
LQD vs MULL
+2,620.5%
-2,615.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.2% |
| 7D | 0.0% | +14.8% | -14.8% | -0.2% |
| 30D | -0.2% | +36.6% | -36.8% | -0.5% |
| 3M | -1.7% | -8.9% | +7.2% | -2.0% |
| 6M | -2.7% | +311.9% | -314.6% | -4.6% |
| YTD | -1.4% | +579.8% | -581.3% | -4.1% |
| 1Y | -1.0% | +2,421.5% | -2,422.5% | -5.4% |
| All | +5.3% | +2,620.5% | -2,615.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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