+4,609.2%
MU vs LQD
+25.5%
+4,583.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.8% |
| 7D | +2.0% | -0.5% | +2.5% | +2.5% |
| 30D | -18.0% | +1.7% | -19.7% | -19.3% |
| 3M | -6.6% | -0.7% | -5.9% | -6.1% |
| 6M | +2.0% | -2.2% | +4.3% | +4.3% |
| YTD | +184.5% | -1.9% | +186.4% | +190.2% |
| 1Y | +236.9% | -2.0% | +238.9% | +244.4% |
| 3Y | +987.0% | +16.5% | +970.5% | +867.0% |
| 5Y | +1,014.6% | -4.2% | +1,018.8% | +1,041.2% |
| 10Y | +4,609.2% | +26.0% | +4,583.2% | +4,629.4% |
| All | +4,609.2% | +25.5% | +4,583.7% | +4,629.4% |
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