-6.0%
LQD vs MRK
+128.0%
-134.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.9% |
| 30D | -1.3% | +8.3% | -9.6% | -1.7% |
| 3M | -3.2% | +20.0% | -23.3% | -4.1% |
| 6M | -2.1% | +25.7% | -27.8% | -3.2% |
| YTD | -2.4% | +38.7% | -41.1% | -3.9% |
| 1Y | -2.7% | +74.7% | -77.4% | -5.3% |
| 3Y | +14.2% | +45.4% | -31.2% | +11.5% |
| All | -6.0% | +128.0% | -134.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling