+139.5%
LLY vs MDB
-10.2%
+149.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | +1.4% | +3.0% | -1.6% | +1.2% |
| 30D | +21.5% | -11.3% | +32.9% | +22.0% |
| 3M | +18.5% | -23.0% | +41.5% | +19.5% |
| 6M | +49.1% | +14.8% | +34.4% | +46.2% |
| YTD | +34.4% | -19.4% | +53.8% | +34.4% |
| 1Y | +46.3% | -9.0% | +55.3% | +44.7% |
| All | +139.5% | -10.2% | +149.7% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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