+483.3%
LLY vs MCHP
-18.8%
+502.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +6.7% | +5.7% | +1.0% | +6.2% |
| 30D | +19.6% | -13.4% | +33.0% | +21.0% |
| 3M | +19.7% | -20.1% | +39.8% | +21.9% |
| 6M | +42.7% | -35.5% | +78.2% | +47.7% |
| YTD | +35.1% | -1.6% | +36.7% | +31.8% |
| 1Y | +42.2% | +15.5% | +26.7% | +35.4% |
| 3Y | +140.8% | -13.2% | +154.0% | +130.0% |
| All | +483.3% | -18.8% | +502.1% | +450.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling