+16,522.6%
LLY vs MCO
+7,698.6%
+8,824.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -2.1% | -4.2% | +2.0% | -1.1% |
| 30D | -1.6% | +2.2% | -3.8% | -2.2% |
| 3M | +2.3% | +10.1% | -7.8% | -0.6% |
| 6M | +14.9% | +5.3% | +9.6% | +12.7% |
| YTD | +7.5% | -2.7% | +10.2% | +7.2% |
| 1Y | +55.7% | -0.4% | +56.1% | +54.0% |
| 3Y | +110.6% | +49.0% | +61.6% | +86.4% |
| 5Y | +363.4% | +33.6% | +329.8% | +315.0% |
| 10Y | +1,649.0% | +395.3% | +1,253.7% | +994.4% |
| All | +16,522.6% | +7,698.6% | +8,824.0% | +4,617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling