+118.8%
MRVL vs LQD
-5.1%
+123.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.4% | -4.3% |
| 7D | +11.0% | -1.6% | +12.7% | +14.0% |
| 30D | -36.1% | +0.5% | -36.6% | -36.9% |
| 3M | -29.4% | -2.3% | -27.1% | -26.9% |
| 6M | -11.9% | -3.1% | -8.8% | -7.1% |
| YTD | +84.8% | -3.0% | +87.8% | +95.0% |
| 1Y | +79.4% | -2.6% | +82.0% | +88.5% |
| 3Y | +195.7% | +15.2% | +180.6% | +138.5% |
| All | +118.8% | -5.1% | +123.9% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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