+17,561.1%
LLY vs MKC
+3,376.8%
+14,184.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.1% | -5.9% | +3.7% | -0.6% |
| 30D | -1.6% | -0.9% | -0.7% | -1.4% |
| 3M | +2.3% | +12.7% | -10.4% | -1.0% |
| 6M | +14.9% | -19.3% | +34.2% | +20.8% |
| YTD | +7.5% | -22.2% | +29.6% | +13.7% |
| 1Y | +55.7% | -23.3% | +79.0% | +65.2% |
| 3Y | +110.6% | -30.0% | +140.6% | +126.2% |
| 5Y | +363.4% | -33.8% | +397.2% | +399.2% |
| 10Y | +1,649.0% | +24.4% | +1,624.5% | +1,482.2% |
| All | +17,561.1% | +3,376.8% | +14,184.4% | +8,345.9% |
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