+37.8%
LIN vs MET
+77.6%
-39.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.2% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +6.4% | +3.3% | +3.1% | +5.3% |
| 3M | +6.5% | +4.2% | +2.3% | +5.0% |
| 6M | +4.9% | +27.3% | -22.5% | -2.8% |
| YTD | +23.4% | +29.8% | -6.4% | +13.4% |
| 1Y | +26.3% | +30.2% | -3.9% | +15.8% |
| All | +37.8% | +77.6% | -39.8% | +13.1% |
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