+57.3%
LLY vs MP
-35.7%
+93.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +0.5% |
| 7D | +10.1% | -12.5% | +22.6% | +9.9% |
| 30D | +24.0% | -23.3% | +47.4% | +23.6% |
| 3M | +27.3% | -24.4% | +51.6% | +27.0% |
| 6M | +47.0% | -45.8% | +92.7% | +47.4% |
| YTD | +32.6% | -28.9% | +61.5% | +32.5% |
| 1Y | +57.3% | -34.6% | +91.9% | +56.8% |
| All | +57.3% | -35.7% | +93.0% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling