+189.5%
LQD vs MRK
+700.9%
-511.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | -0.2% | +12.7% | -12.9% | -0.5% |
| 3M | -1.7% | +24.2% | -25.9% | -2.3% |
| 6M | -2.7% | +27.8% | -30.5% | -3.4% |
| YTD | -1.4% | +42.2% | -43.6% | -2.4% |
| 1Y | -1.0% | +80.2% | -81.2% | -2.6% |
| 3Y | +15.1% | +48.4% | -33.3% | +13.6% |
| 5Y | -5.2% | +133.6% | -138.8% | -7.4% |
| 10Y | +23.3% | +236.2% | -212.9% | +19.5% |
| All | +189.5% | +700.9% | -511.4% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling