+390.6%
LLY vs MCO
+28.6%
+362.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -2.9% | -3.8% | +0.8% | -1.9% |
| 30D | -8.4% | -0.4% | -8.0% | -8.4% |
| 3M | -3.8% | +7.7% | -11.5% | -6.0% |
| 6M | +11.9% | +7.0% | +5.0% | +9.2% |
| YTD | +4.3% | -6.4% | +10.7% | +5.6% |
| 1Y | +48.5% | -7.6% | +56.1% | +50.6% |
| 3Y | +91.2% | +43.2% | +48.0% | +71.0% |
| All | +390.6% | +28.6% | +362.0% | +349.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling