+132.2%
LLY vs MCD
+10.9%
+121.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -4.5% | +7.1% | -11.6% | -6.5% |
| 30D | +13.9% | +19.8% | -5.9% | +8.1% |
| 3M | +13.8% | +0.8% | +13.0% | +13.1% |
| 6M | +37.6% | -1.3% | +38.9% | +37.4% |
| YTD | +26.6% | -7.8% | +34.4% | +29.2% |
| 1Y | +45.3% | -5.0% | +50.3% | +47.7% |
| 3Y | +132.2% | +10.5% | +121.7% | +133.0% |
| All | +132.2% | +10.9% | +121.3% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling