+49.8%
LLY vs MCHP
+13.2%
+36.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.2% |
| 7D | -3.2% | -2.1% | -1.1% | -3.2% |
| 30D | -7.4% | -11.1% | +3.7% | -7.8% |
| 3M | -1.0% | -18.1% | +17.1% | -1.6% |
| 6M | +12.5% | +10.8% | +1.7% | +9.8% |
| YTD | +5.0% | +14.2% | -9.2% | +2.4% |
| 1Y | +49.8% | +13.5% | +36.3% | +48.9% |
| All | +49.8% | +13.2% | +36.6% | +48.9% |
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