+370.7%
LIN vs MCO
+384.0%
-13.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.8% |
| 7D | -3.5% | -2.7% | -0.7% | -2.3% |
| 30D | -4.1% | +0.9% | -5.0% | -4.6% |
| 3M | -6.4% | +8.7% | -15.1% | -10.2% |
| 6M | -2.4% | +2.4% | -4.8% | -4.4% |
| YTD | +10.9% | -5.2% | +16.1% | +11.7% |
| 1Y | 0.0% | -4.4% | +4.4% | 0.0% |
| 3Y | +25.8% | +45.1% | -19.3% | 0.0% |
| 5Y | +60.8% | +31.5% | +29.4% | +31.4% |
| All | +370.7% | +384.0% | -13.3% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling