+15,314.5%
LLY vs MCK
+6,898.6%
+8,415.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.1% | -3.6% | +0.5% | -2.1% |
| 30D | -8.6% | +1.4% | -10.1% | -9.1% |
| 3M | -1.6% | +13.8% | -15.5% | -5.2% |
| 6M | +11.8% | -5.2% | +17.0% | +13.0% |
| YTD | +5.1% | +9.0% | -3.9% | +1.2% |
| 1Y | +50.7% | +26.9% | +23.8% | +38.8% |
| 3Y | +95.7% | +114.7% | -19.1% | +53.9% |
| 5Y | +390.2% | +347.1% | +43.1% | +212.9% |
| 10Y | +1,580.3% | +446.4% | +1,133.9% | +867.0% |
| All | +15,314.5% | +6,898.6% | +8,415.9% | +3,961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling