-1.4%
LQD vs MCK
+27.9%
-29.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +0.4% | +9.3% | -8.9% | +0.2% |
| 30D | +2.5% | +16.3% | -13.8% | +2.2% |
| 3M | -1.5% | +22.3% | -23.9% | -1.9% |
| 6M | -2.1% | +34.1% | -36.3% | -2.5% |
| YTD | -2.0% | +31.1% | -33.1% | -2.4% |
| 1Y | -1.4% | +27.5% | -28.9% | -1.7% |
| All | -1.4% | +27.9% | -29.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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