+361.5%
LLY vs MKC
-33.2%
+394.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -3.1% | -4.3% | +1.2% | -2.2% |
| 30D | -5.1% | -2.0% | -3.1% | -4.7% |
| 3M | -2.1% | +10.0% | -12.1% | -4.0% |
| 6M | +13.8% | -18.5% | +32.4% | +18.5% |
| YTD | +5.1% | -22.4% | +27.5% | +10.4% |
| 1Y | +53.1% | -23.6% | +76.7% | +61.1% |
| 3Y | +95.6% | -30.4% | +126.1% | +111.1% |
| 5Y | +361.5% | -34.2% | +395.7% | +389.4% |
| All | +361.5% | -33.2% | +394.8% | +389.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling