+291.5%
LIN vs MDB
+1,017.4%
-725.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.6% |
| 7D | -2.1% | -17.4% | +15.3% | -0.7% |
| 30D | -2.4% | -2.0% | -0.4% | -2.5% |
| 3M | -5.6% | -3.0% | -2.6% | -5.8% |
| 6M | -3.4% | +48.7% | -52.1% | -7.9% |
| YTD | +13.1% | -12.1% | +25.2% | +12.5% |
| 1Y | +2.5% | +14.5% | -12.0% | -1.0% |
| 3Y | +27.6% | -6.1% | +33.7% | +20.8% |
| 5Y | +63.0% | -27.3% | +90.4% | +49.0% |
| All | +291.5% | +1,017.4% | -725.9% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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