+809.7%
LLY vs MP
+240.8%
+568.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.0% | +2.3% | -3.7% |
| 7D | -0.7% | -19.0% | +18.3% | -0.5% |
| 30D | +17.9% | -30.5% | +48.4% | +18.1% |
| 3M | +16.8% | -29.6% | +46.4% | +17.0% |
| 6M | +38.4% | -50.4% | +88.9% | +39.1% |
| YTD | +27.6% | -33.2% | +60.8% | +27.7% |
| 1Y | +48.3% | -38.6% | +86.9% | +48.6% |
| 3Y | +145.4% | +105.5% | +39.9% | +136.8% |
| 5Y | +438.9% | -7.8% | +446.7% | +424.8% |
| All | +809.7% | +240.8% | +568.9% | +739.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling