+483.3%
LLY vs MCD
+21.9%
+461.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +6.7% | -1.6% | +8.4% | +7.4% |
| 30D | +19.6% | +14.1% | +5.4% | +13.4% |
| 3M | +19.7% | +0.6% | +19.1% | +19.2% |
| 6M | +42.7% | 0.0% | +42.7% | +42.1% |
| YTD | +35.1% | -9.3% | +44.4% | +40.2% |
| 1Y | +42.2% | -9.3% | +51.5% | +47.5% |
| 3Y | +140.8% | +8.6% | +132.2% | +129.0% |
| All | +483.3% | +21.9% | +461.4% | +435.3% |
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