+46.3%
LLY vs MPC
+107.1%
-60.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.7% |
| 7D | +1.4% | +2.6% | -1.2% | +1.5% |
| 30D | +21.5% | -12.2% | +33.7% | +19.6% |
| 3M | +18.5% | +20.1% | -1.6% | +21.3% |
| 6M | +49.1% | +60.6% | -11.5% | +58.7% |
| YTD | +34.4% | +150.6% | -116.2% | +52.6% |
| 1Y | +46.3% | +104.7% | -58.4% | +64.5% |
| All | +46.3% | +107.1% | -60.8% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling