+7,601.3%
LIN vs MCO
+7,975.6%
-374.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +7.6% | +10.1% | -2.5% | +3.9% |
| 3M | +6.5% | +7.2% | -0.7% | +3.8% |
| 6M | +6.2% | +13.8% | -7.6% | +1.0% |
| YTD | +23.2% | +0.7% | +22.5% | +21.1% |
| 1Y | +25.4% | +5.6% | +19.8% | +21.2% |
| 3Y | +38.3% | +54.1% | -15.8% | +15.7% |
| 5Y | +64.4% | +36.0% | +28.5% | +41.9% |
| 10Y | +417.3% | +457.5% | -40.2% | +176.3% |
| All | +7,601.3% | +7,975.6% | -374.3% | +1,538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling