+45.3%
LLY vs MP
-37.2%
+82.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.7% |
| 7D | -4.5% | -10.5% | +6.0% | -4.6% |
| 30D | +13.9% | -23.5% | +37.4% | +13.6% |
| 3M | +13.8% | -25.4% | +39.2% | +13.5% |
| 6M | +37.6% | -51.3% | +88.9% | +38.4% |
| YTD | +26.6% | -29.9% | +56.5% | +26.4% |
| 1Y | +45.3% | -31.8% | +77.2% | +44.8% |
| All | +45.3% | -37.2% | +82.6% | +44.8% |
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