+65.9%
LIN vs MKC
-36.0%
+101.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.5% |
| 7D | +0.2% | -7.3% | +7.5% | +1.8% |
| 30D | +6.2% | +4.0% | +2.2% | +5.2% |
| 3M | +9.3% | -11.5% | +20.8% | +11.9% |
| 6M | +4.4% | +1.1% | +3.3% | +3.7% |
| YTD | +23.7% | -29.9% | +53.6% | +32.8% |
| 1Y | +23.5% | -27.0% | +50.5% | +31.1% |
| 3Y | +35.8% | -22.3% | +58.1% | +40.9% |
| 5Y | +65.9% | -36.0% | +101.9% | +89.5% |
| All | +65.9% | -36.0% | +101.9% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling