+504.3%
MUU vs LQD
-1.7%
+506.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.8% | -14.8% | -17.5% |
| 7D | -35.9% | +0.4% | -36.3% | -37.3% |
| 30D | -47.1% | +2.6% | -49.7% | -55.2% |
| 3M | -29.8% | -1.7% | -28.1% | -21.5% |
| 6M | +16.0% | -1.9% | +17.9% | +39.8% |
| YTD | +286.1% | -2.2% | +288.3% | +367.3% |
| 1Y | +504.3% | -1.9% | +506.2% | +648.9% |
| All | +504.3% | -1.7% | +506.0% | +648.9% |
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