+57.3%
LLY vs MKC
-18.2%
+75.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -0.5% |
| 7D | +10.1% | +9.6% | +0.5% | +8.0% |
| 30D | +24.0% | +12.0% | +12.0% | +21.2% |
| 3M | +27.3% | -2.0% | +29.3% | +27.4% |
| 6M | +47.0% | +7.2% | +39.8% | +45.0% |
| YTD | +32.6% | -23.7% | +56.3% | +40.9% |
| 1Y | +57.3% | -18.3% | +75.7% | +62.3% |
| All | +57.3% | -18.2% | +75.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling