-6.0%
LQD vs MXL
+40.1%
-46.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | -1.1% | +18.9% | -20.0% | -1.4% |
| 30D | -1.3% | +0.3% | -1.6% | -1.3% |
| 3M | -3.2% | -8.0% | +4.8% | -3.4% |
| 6M | -2.1% | +341.2% | -343.4% | -5.9% |
| YTD | -2.4% | +327.8% | -330.2% | -6.2% |
| 1Y | -2.7% | +364.9% | -367.6% | -6.8% |
| 3Y | +14.2% | +229.2% | -215.0% | +8.8% |
| All | -6.0% | +40.1% | -46.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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