+390.6%
LLY vs MCK
+345.1%
+45.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.9% | -2.9% | 0.0% | -2.3% |
| 30D | -8.4% | +0.4% | -8.9% | -8.6% |
| 3M | -3.8% | +12.1% | -15.9% | -6.1% |
| 6M | +11.9% | -5.4% | +17.4% | +13.0% |
| YTD | +4.3% | +7.8% | -3.5% | +1.4% |
| 1Y | +48.5% | +22.9% | +25.5% | +38.4% |
| 3Y | +91.2% | +110.7% | -19.5% | +45.1% |
| All | +390.6% | +345.1% | +45.5% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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