+21,831.6%
LLY vs MKC
+3,031.2%
+18,800.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +4.6% | -7.3% | +11.9% | +6.6% |
| 30D | +22.4% | +4.0% | +18.4% | +21.0% |
| 3M | +17.1% | -11.5% | +28.6% | +20.6% |
| 6M | +44.6% | +1.1% | +43.6% | +43.6% |
| YTD | +33.5% | -29.9% | +63.3% | +44.8% |
| 1Y | +41.1% | -27.0% | +68.1% | +51.5% |
| 3Y | +143.8% | -22.3% | +166.1% | +154.5% |
| 5Y | +473.4% | -36.0% | +509.4% | +521.6% |
| 10Y | +2,035.0% | +24.2% | +2,010.8% | +1,833.9% |
| All | +21,831.6% | +3,031.2% | +18,800.4% | +10,656.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling