+361.5%
LLY vs MDT
-19.6%
+381.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -5.1% | +6.0% | -11.1% | -6.3% |
| 3M | -2.1% | +15.5% | -17.6% | -5.1% |
| 6M | +13.8% | +3.4% | +10.5% | +12.5% |
| YTD | +5.1% | -2.2% | +7.2% | +4.8% |
| 1Y | +53.1% | +2.6% | +50.5% | +51.4% |
| 3Y | +95.6% | +27.5% | +68.1% | +85.4% |
| 5Y | +361.5% | -20.1% | +381.6% | +392.4% |
| All | +361.5% | -19.6% | +381.1% | +392.4% |
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