+2,043.2%
LLY vs MPWR
+1,560.2%
+483.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.4% |
| 7D | -4.5% | -1.7% | -2.7% | -4.4% |
| 30D | +13.9% | -16.5% | +30.4% | +16.1% |
| 3M | +13.8% | -12.3% | +26.0% | +14.9% |
| 6M | +37.6% | -27.7% | +65.3% | +41.3% |
| YTD | +26.6% | +32.0% | -5.4% | +18.4% |
| 1Y | +45.3% | +25.1% | +20.3% | +36.9% |
| 3Y | +132.2% | +146.5% | -14.3% | +89.6% |
| 5Y | +434.7% | +126.0% | +308.6% | +322.0% |
| All | +2,043.2% | +1,560.2% | +483.0% | +922.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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