+423.5%
LIN vs MPC
+1,111.6%
-688.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.2% |
| 7D | +3.6% | -12.8% | +16.4% | +6.5% |
| 30D | +6.4% | -12.7% | +19.1% | +9.2% |
| 3M | +6.5% | +27.1% | -20.6% | +0.1% |
| 6M | +4.9% | +45.8% | -40.9% | -5.0% |
| YTD | +23.4% | +134.7% | -111.3% | -0.8% |
| 1Y | +26.3% | +106.0% | -79.7% | +4.5% |
| 3Y | +38.0% | +165.5% | -127.5% | +4.2% |
| 5Y | +68.0% | +540.9% | -472.9% | -1.9% |
| All | +423.5% | +1,111.6% | -688.1% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling