+417.3%
LIN vs MET
+227.5%
+189.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -0.5% |
| 7D | +0.1% | +1.3% | -1.2% | -0.5% |
| 30D | +7.6% | +4.0% | +3.6% | +5.6% |
| 3M | +6.5% | +4.6% | +1.9% | +4.2% |
| 6M | +6.2% | +32.8% | -26.6% | -6.5% |
| YTD | +23.2% | +32.3% | -9.1% | +8.0% |
| 1Y | +25.4% | +37.1% | -11.7% | +8.1% |
| 3Y | +38.3% | +86.8% | -48.5% | +1.3% |
| 5Y | +64.4% | +87.4% | -23.0% | +18.8% |
| 10Y | +417.3% | +209.9% | +207.4% | +176.3% |
| All | +417.3% | +227.5% | +189.8% | +176.3% |
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