+391.4%
MUU vs LLY
+42.2%
+349.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.5% |
| 7D | +43.7% | +4.6% | +39.1% | +45.4% |
| 30D | -37.2% | +22.4% | -59.6% | -32.1% |
| 3M | -36.1% | +17.1% | -53.2% | -31.6% |
| 6M | -35.7% | +44.6% | -80.4% | -30.3% |
| YTD | +264.0% | +33.5% | +230.5% | +315.5% |
| All | +391.4% | +42.2% | +349.2% | +462.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling