+358.4%
LIN vs MKC
+26.1%
+332.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -3.5% | -4.3% | +0.9% | -2.1% |
| 30D | -4.1% | -2.0% | -2.1% | -3.6% |
| 3M | -6.4% | +10.0% | -16.4% | -9.4% |
| 6M | -2.4% | -18.5% | +16.1% | +3.3% |
| YTD | +10.9% | -22.4% | +33.4% | +18.9% |
| 1Y | 0.0% | -23.6% | +23.6% | +7.5% |
| 3Y | +25.8% | -30.4% | +56.3% | +37.8% |
| 5Y | +60.8% | -34.2% | +95.0% | +76.7% |
| 10Y | +358.4% | +26.8% | +331.5% | +299.6% |
| All | +358.4% | +26.1% | +332.3% | +299.6% |
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