+22.5%
LQD vs MCK
+459.8%
-437.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -1.3% | +4.9% | -6.2% | -1.4% |
| 3M | -3.2% | +16.3% | -19.5% | -3.3% |
| 6M | -1.3% | -3.0% | +1.7% | -1.2% |
| YTD | -2.4% | +11.4% | -13.8% | -2.5% |
| 1Y | -2.5% | +28.6% | -31.1% | -2.8% |
| 3Y | +14.2% | +120.0% | -105.8% | +13.2% |
| 5Y | -6.3% | +358.2% | -364.6% | -7.7% |
| 10Y | +22.5% | +486.1% | -463.7% | +21.3% |
| All | +22.5% | +459.8% | -437.3% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling