+438.9%
LLY vs MPC
+551.6%
-112.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -3.5% |
| 7D | -0.7% | -12.8% | +12.1% | +0.1% |
| 30D | +17.9% | -12.7% | +30.6% | +18.7% |
| 3M | +16.8% | +27.1% | -10.2% | +14.7% |
| 6M | +38.4% | +45.8% | -7.3% | +34.4% |
| YTD | +27.6% | +134.7% | -107.1% | +18.3% |
| 1Y | +48.3% | +106.0% | -57.7% | +39.4% |
| 3Y | +145.4% | +165.5% | -20.1% | +119.5% |
| 5Y | +438.9% | +540.9% | -102.0% | +341.9% |
| All | +438.9% | +551.6% | -112.7% | +341.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling