+871.5%
MU vs LQD
+15.8%
+855.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.1% |
| 7D | -15.2% | +0.2% | -15.4% | -15.5% |
| 30D | -29.5% | +1.4% | -31.0% | -31.1% |
| 3M | -15.8% | -1.1% | -14.6% | -14.6% |
| 6M | -2.9% | -2.9% | +0.1% | +1.4% |
| YTD | +154.2% | -2.3% | +156.6% | +164.1% |
| 1Y | +186.6% | -2.1% | +188.7% | +197.2% |
| 3Y | +871.5% | +15.9% | +855.5% | +767.3% |
| All | +871.5% | +15.8% | +855.7% | +767.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling