+2,043.2%
LLY vs MPC
+1,096.9%
+946.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -4.5% | -16.2% | +11.7% | -2.6% |
| 30D | +13.9% | -15.7% | +29.6% | +15.9% |
| 3M | +13.8% | +24.9% | -11.1% | +10.5% |
| 6M | +37.6% | +52.7% | -15.0% | +30.3% |
| YTD | +26.6% | +131.9% | -105.3% | +13.2% |
| 1Y | +45.3% | +96.6% | -51.3% | +32.6% |
| 3Y | +132.2% | +163.8% | -31.6% | +100.8% |
| 5Y | +434.7% | +533.1% | -98.5% | +304.2% |
| All | +2,043.2% | +1,096.9% | +946.3% | +1,292.1% |
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