+17,561.1%
LLY vs MCD
+6,068.4%
+11,492.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.3% |
| 30D | -1.6% | -6.0% | +4.4% | +0.2% |
| 3M | +2.3% | -5.6% | +7.9% | +4.0% |
| 6M | +14.9% | -21.9% | +36.7% | +23.5% |
| YTD | +7.5% | -14.7% | +22.2% | +12.6% |
| 1Y | +55.7% | -17.3% | +72.9% | +64.4% |
| 3Y | +110.6% | -2.2% | +112.8% | +109.9% |
| 5Y | +363.4% | +20.3% | +343.1% | +333.7% |
| 10Y | +1,649.0% | +180.7% | +1,468.3% | +1,139.3% |
| All | +17,561.1% | +6,068.4% | +11,492.8% | +4,677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling