+417.5%
LIN vs MKC
+25.9%
+391.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | +0.2% | +2.3% | -2.2% | -0.5% |
| 30D | +6.5% | +8.1% | -1.6% | +3.8% |
| 3M | +5.5% | -6.4% | +11.9% | +7.3% |
| 6M | +3.3% | +1.8% | +1.5% | +2.1% |
| YTD | +22.0% | -26.9% | +48.9% | +32.8% |
| 1Y | +25.7% | -21.7% | +47.4% | +33.6% |
| 3Y | +36.2% | -18.7% | +55.0% | +40.5% |
| 5Y | +66.1% | -32.8% | +98.9% | +79.4% |
| All | +417.5% | +25.9% | +391.5% | +353.5% |
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