+463.9%
LLY vs MDT
-2.0%
+465.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | +0.1% | +3.5% | -3.5% | -0.8% |
| 30D | +19.7% | +16.2% | +3.6% | +15.7% |
| 3M | +19.3% | +18.9% | +0.4% | +14.7% |
| 6M | +49.3% | +37.3% | +12.0% | +39.2% |
| YTD | +32.0% | +9.7% | +22.3% | +28.1% |
| 1Y | +53.7% | +15.2% | +38.5% | +47.9% |
| 3Y | +143.7% | +61.8% | +82.0% | +120.2% |
| 5Y | +463.9% | -1.4% | +465.3% | +430.8% |
| All | +463.9% | -2.0% | +465.9% | +430.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling