+23.3%
LQD vs MCD
+178.8%
-155.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | -2.9% | +2.8% | +0.2% |
| 30D | -0.2% | -6.7% | +6.5% | +0.3% |
| 3M | -1.7% | -9.6% | +7.9% | -0.9% |
| 6M | -2.7% | -22.3% | +19.6% | -0.7% |
| YTD | -1.4% | -15.4% | +14.0% | -0.2% |
| 1Y | -1.0% | -16.8% | +15.8% | +0.4% |
| 3Y | +15.1% | -2.4% | +17.5% | +14.8% |
| 5Y | -5.2% | +19.4% | -24.5% | -7.0% |
| 10Y | +23.3% | +181.3% | -158.0% | +19.7% |
| All | +23.3% | +178.8% | -155.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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