+22.2%
LQD vs MKC
+29.9%
-7.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -1.1% | -1.5% | +0.4% | -1.0% |
| 30D | -1.3% | -3.1% | +1.8% | -1.1% |
| 3M | -3.2% | +5.2% | -8.4% | -3.6% |
| 6M | -2.1% | -12.8% | +10.7% | -1.4% |
| YTD | -2.4% | -23.3% | +20.9% | -0.9% |
| 1Y | -2.7% | -24.1% | +21.4% | -1.2% |
| 3Y | +14.2% | -32.1% | +46.3% | +16.4% |
| 5Y | -5.8% | -32.8% | +27.0% | -4.2% |
| All | +22.2% | +29.9% | -7.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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