+69.4%
LIN vs MLM
+40.7%
+28.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.6% |
| 7D | +3.3% | +9.1% | -5.9% | -0.4% |
| 30D | +8.8% | +14.6% | -5.9% | +2.7% |
| 3M | +8.6% | +0.3% | +8.3% | +8.2% |
| 6M | +7.0% | -7.5% | +14.5% | +9.7% |
| YTD | +24.3% | -10.2% | +34.5% | +27.9% |
| 1Y | +27.3% | -10.5% | +37.7% | +31.0% |
| 3Y | +38.9% | +27.8% | +11.1% | +16.2% |
| 5Y | +69.4% | +38.9% | +30.5% | +31.4% |
| All | +69.4% | +40.7% | +28.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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