+80.4%
LQD vs MXL
+286.3%
-205.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.9% |
| 7D | -1.1% | +16.6% | -17.7% | -1.3% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | -2.3% | -3.6% | +1.3% | -2.6% |
| 6M | -2.9% | +328.0% | -330.9% | -5.6% |
| YTD | -2.3% | +297.8% | -300.1% | -4.9% |
| 1Y | -2.2% | +339.4% | -341.6% | -5.0% |
| 3Y | +14.0% | +201.7% | -187.7% | +10.4% |
| 5Y | -5.8% | +32.8% | -38.5% | -8.1% |
| 10Y | +22.2% | +274.8% | -252.6% | +17.6% |
| All | +80.4% | +286.3% | -205.9% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling