+2,043.2%
LLY vs MCD
+213.9%
+1,829.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -4.5% | +7.1% | -11.6% | -6.6% |
| 30D | +13.9% | +19.8% | -5.9% | +7.7% |
| 3M | +13.8% | +0.8% | +13.0% | +13.3% |
| 6M | +37.6% | -1.3% | +38.9% | +37.8% |
| YTD | +26.6% | -7.8% | +34.4% | +29.6% |
| 1Y | +45.3% | -5.0% | +50.3% | +47.4% |
| 3Y | +132.2% | +10.5% | +121.7% | +123.4% |
| 5Y | +434.7% | +22.0% | +412.7% | +398.9% |
| All | +2,043.2% | +213.9% | +1,829.3% | +1,844.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling