+143.7%
LLY vs MKC
-20.6%
+164.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +19.7% | +8.0% | +11.7% | +17.9% |
| 3M | +19.3% | -8.6% | +27.9% | +21.2% |
| 6M | +49.3% | +1.1% | +48.3% | +48.8% |
| YTD | +32.0% | -27.7% | +59.7% | +40.2% |
| 1Y | +53.7% | -23.7% | +77.4% | +61.3% |
| 3Y | +143.7% | -19.4% | +163.2% | +168.0% |
| All | +143.7% | -20.6% | +164.3% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling