+2,620.0%
MUU vs LLY
+26.7%
+2,593.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.9% | +12.5% | +11.8% |
| 7D | +17.4% | -2.1% | +19.5% | +17.9% |
| 30D | +24.0% | -1.6% | +25.6% | +23.7% |
| 3M | -23.9% | +2.3% | -26.2% | -26.1% |
| 6M | +284.4% | +14.9% | +269.5% | +253.9% |
| YTD | +583.7% | +7.5% | +576.2% | +540.1% |
| 1Y | +2,981.5% | +55.7% | +2,925.8% | +2,279.5% |
| All | +2,620.0% | +26.7% | +2,593.4% | +2,372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling