-38.4%
MUU vs LLY
+51.9%
-90.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.3% | +23.8% | +24.4% |
| 7D | -2.5% | +1.4% | -3.9% | -3.8% |
| 30D | -39.7% | +21.5% | -61.3% | -27.3% |
| 3M | -27.4% | +18.5% | -45.9% | -14.2% |
| 6M | -38.4% | +49.1% | -87.5% | -6.2% |
| All | -38.4% | +51.9% | -90.4% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling