+30.0%
LIN vs MET
+65.9%
-35.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.5% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -2.4% | +1.4% | -3.8% | -2.9% |
| 3M | -5.6% | +17.7% | -23.3% | -10.2% |
| 6M | -3.4% | +35.0% | -38.4% | -12.1% |
| YTD | +13.1% | +26.3% | -13.2% | +4.9% |
| 1Y | +2.5% | +22.8% | -20.4% | -4.2% |
| All | +30.0% | +65.9% | -35.9% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling