+57.3%
LLY vs MCD
-3.6%
+61.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | -2.8% |
| 7D | +10.1% | +11.9% | -1.8% | +3.5% |
| 30D | +24.0% | +20.2% | +3.8% | +12.3% |
| 3M | +27.3% | +5.2% | +22.1% | +23.7% |
| 6M | +47.0% | 0.0% | +47.0% | +46.9% |
| YTD | +32.6% | -6.5% | +39.1% | +42.2% |
| 1Y | +57.3% | -3.9% | +61.3% | +67.1% |
| All | +57.3% | -3.6% | +61.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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