+1,560.7%
LLY vs MDY
+175.0%
+1,385.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -3.2% | -2.5% | -0.6% | -2.1% |
| 30D | -7.4% | -5.0% | -2.4% | -5.5% |
| 3M | -1.0% | +0.5% | -1.5% | -1.4% |
| 6M | +12.5% | +8.0% | +4.5% | +8.6% |
| YTD | +5.0% | +12.2% | -7.2% | -0.4% |
| 1Y | +49.8% | +14.0% | +35.8% | +40.9% |
| 3Y | +95.5% | +48.2% | +47.3% | +63.3% |
| 5Y | +390.7% | +46.1% | +344.6% | +305.1% |
| All | +1,560.7% | +175.0% | +1,385.7% | +859.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling