+189.9%
LQD vs MCD
+1,868.5%
-1,678.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | -0.8% | -6.0% | +5.3% | -0.5% |
| 3M | -1.9% | -5.6% | +3.7% | -1.7% |
| 6M | -2.7% | -21.9% | +19.2% | -1.8% |
| YTD | -1.3% | -14.7% | +13.4% | -0.7% |
| 1Y | 0.0% | -17.3% | +17.2% | +0.6% |
| 3Y | +14.9% | -2.2% | +17.1% | +14.8% |
| 5Y | -4.6% | +20.3% | -24.8% | -5.3% |
| 10Y | +22.0% | +180.7% | -158.7% | +19.5% |
| All | +189.9% | +1,868.5% | -1,678.5% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling