+463.9%
LLY vs MCD
+25.0%
+438.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.6% |
| 7D | +0.1% | +5.9% | -5.9% | -2.2% |
| 30D | +19.7% | +19.6% | +0.1% | +11.5% |
| 3M | +19.3% | +3.3% | +16.0% | +17.5% |
| 6M | +49.3% | +3.5% | +45.9% | +46.7% |
| YTD | +32.0% | -6.1% | +38.1% | +35.1% |
| 1Y | +53.7% | -3.7% | +57.4% | +55.9% |
| 3Y | +143.7% | +13.4% | +130.4% | +127.7% |
| 5Y | +463.9% | +25.2% | +438.7% | +407.4% |
| All | +463.9% | +25.0% | +438.9% | +407.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling