+8,766.7%
LIN vs MLM
+2,961.7%
+5,805.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | -2.4% | -6.8% | +4.4% | -0.1% |
| 3M | -5.6% | -11.2% | +5.7% | -1.9% |
| 6M | -3.4% | -21.8% | +18.4% | +4.6% |
| YTD | +13.1% | -17.0% | +30.1% | +19.4% |
| 1Y | +2.5% | -16.4% | +18.8% | +7.7% |
| 3Y | +27.6% | +14.5% | +13.1% | +18.3% |
| 5Y | +63.0% | +41.7% | +21.3% | +38.8% |
| 10Y | +359.3% | +200.0% | +159.2% | +181.3% |
| All | +8,766.7% | +2,961.7% | +5,805.0% | +2,190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling