+30.0%
LIN vs MP
+154.2%
-124.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.0% |
| 7D | -2.1% | -2.9% | +0.7% | -2.1% |
| 30D | -2.4% | +13.8% | -16.2% | -2.6% |
| 3M | -5.6% | -16.7% | +11.1% | -5.3% |
| 6M | -3.4% | -11.5% | +8.1% | -3.4% |
| YTD | +13.1% | +7.9% | +5.2% | +12.4% |
| 1Y | +2.5% | -15.0% | +17.5% | +2.2% |
| All | +30.0% | +154.2% | -124.2% | +25.7% |
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