+61.9%
LIN vs MKC
-33.7%
+95.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.1% | -5.9% | +3.8% | -0.9% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | -5.6% | +12.7% | -18.3% | -8.1% |
| 6M | -3.4% | -19.3% | +15.9% | +1.0% |
| YTD | +13.1% | -22.2% | +35.3% | +18.9% |
| 1Y | +2.5% | -23.3% | +25.8% | +8.0% |
| 3Y | +27.6% | -30.0% | +57.6% | +37.2% |
| All | +61.9% | -33.7% | +95.6% | +74.7% |
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