+134.1%
LLY vs MPC
+163.4%
-29.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -3.6% |
| 7D | -0.7% | -12.8% | +12.1% | -0.3% |
| 30D | +17.9% | -12.7% | +30.6% | +18.3% |
| 3M | +16.8% | +27.1% | -10.2% | +15.3% |
| 6M | +38.4% | +45.8% | -7.3% | +35.5% |
| YTD | +27.6% | +134.7% | -107.1% | +19.5% |
| 1Y | +48.3% | +106.0% | -57.7% | +40.9% |
| All | +134.1% | +163.4% | -29.3% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling