+2,080.1%
LLY vs MCO
+453.0%
+1,627.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.7% | +0.5% | +6.2% | +6.6% |
| 30D | +19.6% | +9.8% | +9.7% | +16.0% |
| 3M | +19.7% | +4.3% | +15.4% | +18.0% |
| 6M | +42.7% | +16.5% | +26.3% | +34.9% |
| YTD | +35.1% | +0.1% | +35.0% | +33.4% |
| 1Y | +42.2% | +4.4% | +37.7% | +38.2% |
| 3Y | +140.8% | +51.6% | +89.2% | +104.2% |
| 5Y | +480.6% | +36.7% | +443.9% | +401.3% |
| All | +2,080.1% | +453.0% | +1,627.1% | +996.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling