+57.3%
LLY vs MDT
+20.2%
+37.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -1.8% |
| 7D | +10.1% | +10.7% | -0.7% | +5.5% |
| 30D | +24.0% | +19.3% | +4.7% | +15.6% |
| 3M | +27.3% | +22.8% | +4.5% | +17.3% |
| 6M | +47.0% | +36.4% | +10.6% | +30.0% |
| YTD | +32.6% | +12.1% | +20.5% | +22.2% |
| 1Y | +57.3% | +19.9% | +37.4% | +41.2% |
| All | +57.3% | +20.2% | +37.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling