0.0%
LQD vs MRK
+84.5%
-84.5%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | -0.8% | +17.1% | -17.9% | -1.4% |
| 3M | -1.9% | +25.9% | -27.8% | -2.9% |
| 6M | -2.7% | +26.8% | -29.5% | -3.7% |
| YTD | -1.3% | +44.9% | -46.2% | -2.9% |
| 1Y | 0.0% | +84.8% | -84.9% | -2.5% |
| All | 0.0% | +84.5% | -84.5% | -2.5% |
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