+13,196.6%
LLY vs MDY
+2,662.7%
+10,533.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -1.6% | -1.5% | -0.1% | -0.9% |
| 3M | +2.3% | +0.8% | +1.5% | +1.6% |
| 6M | +14.9% | +7.4% | +7.5% | +10.3% |
| YTD | +7.5% | +15.2% | -7.7% | -0.6% |
| 1Y | +55.7% | +16.5% | +39.1% | +42.9% |
| 3Y | +110.6% | +46.8% | +63.8% | +69.4% |
| 5Y | +363.4% | +46.0% | +317.4% | +265.4% |
| 10Y | +1,649.0% | +172.1% | +1,476.9% | +835.8% |
| All | +13,196.6% | +2,662.7% | +10,533.9% | +1,660.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling