+473.4%
LLY vs MTCH
-70.9%
+544.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +4.6% | +6.7% | -2.1% | +4.1% |
| 30D | +22.4% | -1.4% | +23.7% | +22.4% |
| 3M | +17.1% | +14.8% | +2.3% | +16.1% |
| 6M | +44.6% | +19.4% | +25.3% | +42.7% |
| YTD | +33.5% | +32.3% | +1.1% | +30.7% |
| 1Y | +41.1% | +29.5% | +11.6% | +38.3% |
| 3Y | +143.8% | +47.2% | +96.5% | +134.6% |
| 5Y | +473.4% | -70.2% | +543.6% | +527.6% |
| All | +473.4% | -70.9% | +544.2% | +527.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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