+427.2%
LIN vs MET
+202.5%
+224.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +8.0% | +3.4% | +4.7% | +6.4% |
| 3M | +7.7% | +7.0% | +0.7% | +4.4% |
| 6M | +5.1% | +34.6% | -29.6% | -8.0% |
| YTD | +24.7% | +34.0% | -9.2% | +8.7% |
| 1Y | +25.1% | +35.9% | -10.8% | +8.3% |
| 3Y | +36.8% | +85.5% | -48.6% | +0.6% |
| 5Y | +67.9% | +87.8% | -19.9% | +21.1% |
| 10Y | +427.2% | +199.7% | +227.5% | +182.9% |
| All | +427.2% | +202.5% | +224.7% | +182.9% |
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