+38.3%
LIN vs MCO
+54.0%
-15.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +7.6% | +10.1% | -2.5% | +4.9% |
| 3M | +6.5% | +7.2% | -0.7% | +4.5% |
| 6M | +6.2% | +13.8% | -7.6% | +2.3% |
| YTD | +23.2% | +0.7% | +22.5% | +22.7% |
| 1Y | +25.4% | +5.6% | +19.8% | +22.6% |
| 3Y | +38.3% | +54.1% | -15.8% | +18.3% |
| All | +38.3% | +54.0% | -15.7% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling