+2,049.9%
LLY vs MKC
+25.5%
+2,024.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +1.4% | -7.0% | +8.4% | +3.7% |
| 30D | +21.5% | +4.1% | +17.5% | +19.9% |
| 3M | +18.5% | -10.3% | +28.8% | +22.2% |
| 6M | +49.1% | +1.7% | +47.4% | +47.5% |
| YTD | +34.4% | -29.1% | +63.5% | +48.2% |
| 1Y | +46.3% | -26.0% | +72.3% | +59.0% |
| 3Y | +145.5% | -21.5% | +166.9% | +156.8% |
| 5Y | +472.7% | -35.0% | +507.7% | +525.2% |
| 10Y | +2,049.9% | +25.6% | +2,024.4% | +1,731.4% |
| All | +2,049.9% | +25.5% | +2,024.4% | +1,731.4% |
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