+186.8%
LQD vs MCK
+3,099.4%
-2,912.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | -2.9% | +1.8% | -1.1% |
| 30D | -1.3% | +0.4% | -1.7% | -1.3% |
| 3M | -3.2% | +12.1% | -15.3% | -3.4% |
| 6M | -2.1% | -5.4% | +3.3% | -2.1% |
| YTD | -2.4% | +7.8% | -10.1% | -2.5% |
| 1Y | -2.7% | +22.9% | -25.6% | -3.0% |
| 3Y | +14.2% | +110.7% | -96.5% | +12.9% |
| 5Y | -5.8% | +346.2% | -352.0% | -7.9% |
| 10Y | +22.2% | +440.1% | -418.0% | +18.7% |
| All | +186.8% | +3,099.4% | -2,912.6% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling