+2,080.1%
LLY vs MKC
+25.8%
+2,054.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +6.7% | -3.0% | +9.7% | +7.7% |
| 30D | +19.6% | +4.8% | +14.7% | +17.7% |
| 3M | +19.7% | -12.8% | +32.6% | +24.7% |
| 6M | +42.7% | +5.0% | +37.7% | +39.8% |
| YTD | +35.1% | -29.1% | +64.2% | +49.0% |
| 1Y | +42.2% | -26.4% | +68.6% | +54.8% |
| 3Y | +140.8% | -21.6% | +162.4% | +152.1% |
| 5Y | +480.6% | -35.2% | +515.8% | +534.8% |
| All | +2,080.1% | +25.8% | +2,054.3% | +1,763.1% |
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