+67.9%
LIN vs MTB
+65.0%
+2.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.3% | -2.0% | +2.3% | +0.8% |
| 30D | +8.0% | +0.1% | +7.9% | +8.0% |
| 3M | +7.7% | -12.1% | +19.8% | +11.0% |
| 6M | +5.1% | +7.3% | -2.2% | +3.1% |
| YTD | +24.7% | +11.5% | +13.2% | +20.7% |
| 1Y | +25.1% | +21.3% | +3.8% | +18.4% |
| 3Y | +36.8% | +104.1% | -67.3% | +11.0% |
| 5Y | +67.9% | +61.8% | +6.0% | +46.2% |
| All | +67.9% | +65.0% | +2.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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