+802.5%
LLY vs MP
+257.7%
+544.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.8% |
| 7D | -4.5% | -10.5% | +6.0% | -4.4% |
| 30D | +13.9% | -23.5% | +37.4% | +14.1% |
| 3M | +13.8% | -25.4% | +39.2% | +13.9% |
| 6M | +37.6% | -51.3% | +88.9% | +38.3% |
| YTD | +26.6% | -29.9% | +56.5% | +26.7% |
| 1Y | +45.3% | -31.8% | +77.2% | +45.5% |
| 3Y | +132.2% | +127.0% | +5.2% | +123.9% |
| 5Y | +434.7% | -3.3% | +437.9% | +420.5% |
| All | +802.5% | +257.7% | +544.8% | +732.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling