+417.3%
LIN vs MKC
+25.4%
+391.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | +7.6% | +8.0% | -0.4% | +5.0% |
| 3M | +6.5% | -8.6% | +15.2% | +9.2% |
| 6M | +6.2% | +1.1% | +5.1% | +5.1% |
| YTD | +23.2% | -27.7% | +50.9% | +34.5% |
| 1Y | +25.4% | -23.7% | +49.1% | +34.4% |
| 3Y | +38.3% | -19.4% | +57.7% | +42.9% |
| 5Y | +64.4% | -33.3% | +97.8% | +78.0% |
| 10Y | +417.3% | +24.0% | +393.3% | +355.9% |
| All | +417.3% | +25.4% | +391.9% | +355.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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