+104.7%
LLY vs MKC
-30.0%
+134.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | -5.9% | +3.7% | -1.0% |
| 30D | -1.6% | -0.9% | -0.7% | -1.4% |
| 3M | +2.3% | +12.7% | -10.4% | +0.1% |
| 6M | +14.9% | -19.3% | +34.2% | +19.5% |
| YTD | +7.5% | -22.2% | +29.6% | +12.4% |
| 1Y | +55.7% | -23.3% | +79.0% | +63.0% |
| All | +104.7% | -30.0% | +134.7% | +123.1% |
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 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