+23,168.0%
LLY vs MLM
+3,210.3%
+19,957.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.1% |
| 7D | +10.1% | +9.1% | +0.9% | +8.2% |
| 30D | +24.0% | +14.6% | +9.4% | +20.7% |
| 3M | +27.3% | +0.3% | +27.0% | +27.1% |
| 6M | +47.0% | -7.5% | +54.4% | +48.5% |
| YTD | +32.6% | -10.2% | +42.8% | +34.5% |
| 1Y | +57.3% | -10.5% | +67.8% | +59.7% |
| 3Y | +154.9% | +27.8% | +127.1% | +138.9% |
| 5Y | +447.5% | +38.9% | +408.6% | +398.0% |
| 10Y | +2,187.5% | +211.4% | +1,976.1% | +1,576.5% |
| All | +23,168.0% | +3,210.3% | +19,957.7% | +9,985.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling