+661.2%
MU vs LQD
-1.1%
+662.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +3.3% |
| 7D | +7.5% | 0.0% | +7.5% | +7.6% |
| 30D | +19.4% | -0.2% | +19.6% | +19.8% |
| 3M | +9.8% | -1.7% | +11.5% | +16.3% |
| 6M | +164.1% | -2.7% | +166.8% | +189.3% |
| YTD | +260.3% | -1.4% | +261.7% | +281.8% |
| 1Y | +661.2% | -1.0% | +662.2% | +692.5% |
| All | +661.2% | -1.1% | +662.2% | +692.5% |
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