-49.1%
MUU vs LLY
+49.3%
-98.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +4.3% | +8.2% | +15.4% |
| 7D | -27.2% | +0.1% | -27.2% | -28.6% |
| 30D | -54.0% | +19.7% | -73.8% | -45.1% |
| 3M | -41.4% | +19.3% | -60.7% | -29.5% |
| All | -49.1% | +49.3% | -98.4% | -23.4% |
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