+38.7%
LIN vs MP
+117.4%
-78.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.1% | +7.7% | +2.6% |
| 7D | +3.3% | -12.5% | +15.8% | +3.4% |
| 30D | +8.8% | -23.3% | +32.1% | +9.1% |
| 3M | +8.6% | -24.4% | +33.0% | +9.0% |
| 6M | +7.0% | -45.8% | +52.8% | +7.8% |
| YTD | +24.3% | -28.9% | +53.2% | +24.2% |
| 1Y | +27.3% | -34.6% | +61.8% | +27.3% |
| All | +38.7% | +117.4% | -78.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 3y: compounded portfolio wealth divided by compounded MP 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…
3y analysis · Full analysis span regression · 6 months rolling