+5,144.1%
LLY vs MPC
+2,885.5%
+2,258.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -3.2% |
| 7D | -0.7% | -12.8% | +12.1% | +1.1% |
| 30D | +17.9% | -12.7% | +30.6% | +19.8% |
| 3M | +16.8% | +27.1% | -10.2% | +12.7% |
| 6M | +38.4% | +45.8% | -7.3% | +30.6% |
| YTD | +27.6% | +134.7% | -107.1% | +11.9% |
| 1Y | +48.3% | +106.0% | -57.7% | +32.4% |
| 3Y | +145.4% | +165.5% | -20.1% | +107.7% |
| 5Y | +438.9% | +540.9% | -102.0% | +292.0% |
| 10Y | +2,101.6% | +1,133.6% | +968.0% | +1,238.8% |
| All | +5,144.1% | +2,885.5% | +2,258.7% | +2,565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling