+1,580.3%
LLY vs MKC
+26.7%
+1,553.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -3.1% | -4.3% | +1.2% | -1.8% |
| 30D | -8.6% | -3.1% | -5.5% | -7.7% |
| 3M | -1.6% | +6.8% | -8.5% | -3.8% |
| 6M | +11.8% | -18.3% | +30.2% | +18.5% |
| YTD | +5.1% | -23.1% | +28.2% | +13.2% |
| 1Y | +50.7% | -23.7% | +74.4% | +62.5% |
| 3Y | +95.7% | -31.0% | +126.7% | +115.7% |
| 5Y | +390.2% | -33.5% | +423.7% | +436.1% |
| 10Y | +1,580.3% | +30.3% | +1,550.0% | +1,377.3% |
| All | +1,580.3% | +26.7% | +1,553.6% | +1,377.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling