-1.9%
LQD vs MRK
+87.2%
-89.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.2% | +0.5% |
| 7D | +0.4% | +6.7% | -6.3% | +0.1% |
| 30D | +2.6% | +7.8% | -5.1% | +2.2% |
| 3M | -1.7% | +18.2% | -19.9% | -2.5% |
| 6M | -1.9% | +34.7% | -36.6% | -3.4% |
| YTD | -2.2% | +45.8% | -48.0% | -4.1% |
| 1Y | -1.9% | +84.6% | -86.4% | -5.4% |
| All | -1.9% | +87.2% | -89.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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