+57.3%
LLY vs MCHP
+25.9%
+31.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.4% |
| 7D | +10.1% | -5.4% | +15.5% | +9.8% |
| 30D | +24.0% | -7.5% | +31.6% | +23.5% |
| 3M | +27.3% | -6.0% | +33.3% | +27.0% |
| 6M | +47.0% | -20.1% | +67.0% | +46.7% |
| YTD | +32.6% | +20.2% | +12.3% | +29.6% |
| 1Y | +57.3% | +29.9% | +27.4% | +54.9% |
| All | +57.3% | +25.9% | +31.4% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 1y: compounded portfolio wealth divided by compounded MCHP 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…
1y analysis · Full analysis span regression · 6 months rolling