+431.5%
LIN vs MET
+197.3%
+234.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.1% | +4.5% | -2.4% | +0.2% |
| 30D | +6.8% | +3.5% | +3.2% | +5.1% |
| 3M | +10.4% | +5.9% | +4.4% | +7.4% |
| 6M | +3.2% | +33.1% | -29.9% | -9.2% |
| YTD | +24.6% | +33.6% | -9.0% | +8.7% |
| 1Y | +24.4% | +32.7% | -8.3% | +8.8% |
| 3Y | +36.7% | +85.0% | -48.3% | +0.6% |
| 5Y | +67.0% | +85.6% | -18.6% | +21.1% |
| All | +431.5% | +197.3% | +234.2% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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