+17,561.1%
LLY vs MDT
+7,952.5%
+9,608.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -2.1% | +3.2% | -5.4% | -3.2% |
| 30D | -1.6% | +9.5% | -11.1% | -4.5% |
| 3M | +2.3% | +16.0% | -13.7% | -2.7% |
| 6M | +14.9% | +0.2% | +14.7% | +14.5% |
| YTD | +7.5% | -0.3% | +7.7% | +7.1% |
| 1Y | +55.7% | +4.7% | +51.0% | +52.6% |
| 3Y | +110.6% | +26.5% | +84.1% | +91.3% |
| 5Y | +363.4% | -18.2% | +381.6% | +378.9% |
| 10Y | +1,649.0% | +40.0% | +1,609.0% | +1,368.9% |
| All | +17,561.1% | +7,952.5% | +9,608.7% | +3,871.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling