+417.5%
LIN vs MET
+222.3%
+195.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.5% |
| 7D | +0.2% | -1.2% | +1.4% | +0.7% |
| 30D | +6.5% | +3.2% | +3.3% | +4.9% |
| 3M | +5.5% | -1.1% | +6.6% | +5.7% |
| 6M | +3.3% | +25.0% | -21.7% | -6.6% |
| YTD | +22.0% | +27.9% | -5.8% | +8.6% |
| 1Y | +25.7% | +32.9% | -7.1% | +9.9% |
| 3Y | +36.2% | +78.8% | -42.6% | +1.9% |
| 5Y | +66.1% | +79.6% | -13.5% | +22.4% |
| All | +417.5% | +222.3% | +195.2% | +181.8% |
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