+265.1%
MU vs LQD
-1.7%
+266.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.8% | -7.8% | -8.8% |
| 7D | -19.1% | +0.4% | -19.5% | -19.9% |
| 30D | -25.2% | +2.6% | -27.9% | -30.8% |
| 3M | -10.9% | -1.7% | -9.2% | -5.2% |
| 6M | +38.0% | -1.9% | +39.9% | +50.6% |
| YTD | +178.8% | -2.2% | +181.0% | +204.5% |
| 1Y | +265.1% | -1.9% | +267.0% | +302.8% |
| All | +265.1% | -1.7% | +266.8% | +302.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling