+412.1%
LIN vs MCO
+453.2%
-41.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.3% |
| 30D | +7.9% | +10.0% | -2.1% | +3.2% |
| 3M | +6.3% | +7.0% | -0.7% | +2.8% |
| 6M | +6.5% | +13.7% | -7.2% | -0.3% |
| YTD | +23.6% | +0.6% | +22.9% | +20.8% |
| 1Y | +25.7% | +6.2% | +19.5% | +19.7% |
| 3Y | +35.6% | +51.9% | -16.3% | +5.5% |
| 5Y | +65.9% | +37.5% | +28.4% | +32.7% |
| 10Y | +412.1% | +459.4% | -47.3% | +127.2% |
| All | +412.1% | +453.2% | -41.1% | +127.2% |
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