+134.1%
LLY vs MP
+104.2%
+29.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.0% | +2.3% | -3.8% |
| 7D | -0.7% | -19.0% | +18.3% | -0.7% |
| 30D | +17.9% | -30.5% | +48.4% | +17.8% |
| 3M | +16.8% | -29.6% | +46.4% | +16.7% |
| 6M | +38.4% | -50.4% | +88.9% | +38.5% |
| YTD | +27.6% | -33.2% | +60.8% | +27.6% |
| 1Y | +48.3% | -38.6% | +86.9% | +48.3% |
| All | +134.1% | +104.2% | +29.8% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling