+1,612.0%
LLY vs MPC
+1,131.7%
+480.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | +5.4% | -7.6% | -2.8% |
| 30D | -1.6% | +31.0% | -32.6% | -4.7% |
| 3M | +2.3% | +46.0% | -43.7% | -2.4% |
| 6M | +14.9% | +77.3% | -62.4% | +6.7% |
| YTD | +7.5% | +141.9% | -134.4% | -4.3% |
| 1Y | +55.7% | +120.9% | -65.2% | +40.1% |
| 3Y | +110.6% | +182.7% | -72.1% | +80.7% |
| 5Y | +363.4% | +646.4% | -283.0% | +241.7% |
| All | +1,612.0% | +1,131.7% | +480.3% | +994.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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