+38.4%
LLY vs MLM
-12.5%
+51.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.4% | -3.1% |
| 7D | -0.7% | -1.2% | +0.6% | -0.4% |
| 30D | +17.9% | +7.9% | +10.0% | +17.7% |
| 3M | +16.8% | -4.5% | +21.3% | +16.0% |
| 6M | +38.4% | -12.6% | +51.1% | +36.4% |
| All | +38.4% | -12.5% | +51.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 6mo: compounded portfolio wealth divided by compounded MLM 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…
6mo analysis · Full analysis span regression · 6 months rolling