+19,027.9%
LLY vs MTCH
+14,607.1%
+4,420.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.8% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -1.6% | +9.7% | -11.3% | -2.4% |
| 3M | +2.3% | +21.1% | -18.8% | +0.6% |
| 6M | +14.9% | +37.5% | -22.6% | +11.8% |
| YTD | +7.5% | +31.9% | -24.5% | +4.9% |
| 1Y | +55.7% | +14.6% | +41.1% | +53.5% |
| 3Y | +110.6% | -6.2% | +116.8% | +108.4% |
| 5Y | +363.4% | -70.6% | +434.0% | +393.0% |
| 10Y | +1,649.0% | +185.6% | +1,463.4% | +1,398.5% |
| All | +19,027.9% | +14,607.1% | +4,420.7% | +13,651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling