+4,407.5%
MU vs LQD
+25.4%
+4,382.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +12.8% | -1.6% | +14.4% | +14.5% |
| 30D | -14.9% | +0.5% | -15.4% | -15.4% |
| 3M | -18.0% | -2.3% | -15.7% | -16.4% |
| 6M | -3.1% | -3.1% | -0.1% | -0.2% |
| YTD | +172.9% | -3.0% | +175.9% | +181.2% |
| 1Y | +228.8% | -2.6% | +231.4% | +237.9% |
| 3Y | +950.8% | +15.2% | +935.7% | +844.2% |
| 5Y | +931.3% | -5.2% | +936.4% | +965.7% |
| All | +4,407.5% | +25.4% | +4,382.1% | +4,441.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling