+1,560.7%
LLY vs MCHP
+196.2%
+1,364.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -3.2% | -2.1% | -1.1% | -2.9% |
| 30D | -7.4% | -11.1% | +3.7% | -6.0% |
| 3M | -1.0% | -18.1% | +17.1% | +0.7% |
| 6M | +12.5% | +10.8% | +1.7% | +8.9% |
| YTD | +5.0% | +14.2% | -9.2% | +0.8% |
| 1Y | +49.8% | +13.5% | +36.3% | +43.2% |
| 3Y | +95.5% | -2.0% | +97.5% | +85.1% |
| 5Y | +390.7% | +1.4% | +389.3% | +348.8% |
| All | +1,560.7% | +196.2% | +1,364.5% | +1,079.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling