+361.5%
LLY vs MCHP
+5.2%
+356.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -3.1% | +2.8% | -5.9% | -3.4% |
| 30D | -5.1% | -12.8% | +7.8% | -3.9% |
| 3M | -2.1% | -19.2% | +17.1% | -0.5% |
| 6M | +13.8% | +14.5% | -0.7% | +10.2% |
| YTD | +5.1% | +17.1% | -12.0% | +1.2% |
| 1Y | +53.1% | +15.3% | +37.8% | +47.2% |
| 3Y | +95.6% | +0.5% | +95.2% | +85.0% |
| 5Y | +361.5% | +6.1% | +355.4% | +324.5% |
| All | +361.5% | +5.2% | +356.4% | +324.5% |
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