+23,322.2%
LLY vs MCHP
+41,329.5%
-18,007.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | -1.6% | -4.1% | +2.5% | -1.4% |
| 3M | +2.3% | -22.5% | +24.8% | +4.2% |
| 6M | +14.9% | +7.3% | +7.6% | +12.9% |
| YTD | +7.5% | +18.4% | -10.9% | +4.4% |
| 1Y | +55.7% | +18.1% | +37.6% | +50.8% |
| 3Y | +110.6% | -2.8% | +113.4% | +104.0% |
| 5Y | +363.4% | +5.5% | +357.9% | +338.8% |
| 10Y | +1,649.0% | +185.8% | +1,463.2% | +1,366.4% |
| All | +23,322.2% | +41,329.5% | -18,007.2% | +14,962.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling