+189.5%
LQD vs MKC
+635.3%
-445.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | 0.0% | -4.3% | +4.3% | +0.1% |
| 30D | -0.2% | -3.1% | +2.9% | -0.1% |
| 3M | -1.7% | +6.8% | -8.5% | -2.0% |
| 6M | -2.7% | -18.3% | +15.7% | -1.9% |
| YTD | -1.4% | -23.1% | +21.6% | -0.5% |
| 1Y | -1.0% | -23.7% | +22.7% | 0.0% |
| 3Y | +15.1% | -31.0% | +46.1% | +16.4% |
| 5Y | -5.2% | -33.5% | +28.3% | -4.1% |
| 10Y | +23.3% | +30.3% | -6.9% | +22.9% |
| All | +189.5% | +635.3% | -445.9% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling