+92.7%
LLY vs MCO
+42.5%
+50.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -3.1% | -3.1% | +0.1% | -2.2% |
| 30D | -8.6% | -0.5% | -8.1% | -8.5% |
| 3M | -1.6% | +5.7% | -7.3% | -3.7% |
| 6M | +11.8% | +3.0% | +8.8% | +10.2% |
| YTD | +5.1% | -6.5% | +11.6% | +7.2% |
| 1Y | +50.7% | -5.8% | +56.5% | +52.7% |
| All | +92.7% | +42.5% | +50.2% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling