+412.1%
LIN vs MET
+206.5%
+205.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +2.0% | +1.8% | +0.2% | +1.2% |
| 30D | +7.9% | +4.8% | +3.1% | +5.6% |
| 3M | +6.3% | +6.2% | +0.1% | +3.3% |
| 6M | +6.5% | +33.8% | -27.3% | -6.5% |
| YTD | +23.6% | +33.3% | -9.7% | +8.0% |
| 1Y | +25.7% | +36.3% | -10.6% | +8.6% |
| 3Y | +35.6% | +84.6% | -49.0% | -0.1% |
| 5Y | +65.9% | +87.7% | -21.8% | +19.7% |
| 10Y | +412.1% | +198.0% | +214.1% | +175.4% |
| All | +412.1% | +206.5% | +205.6% | +175.4% |
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