+10,545.1%
LIN vs MTB
+4,117.7%
+6,427.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | -2.4% | -4.2% | +1.8% | -1.1% |
| 3M | -5.6% | +8.9% | -14.4% | -8.4% |
| 6M | -3.4% | +10.9% | -14.3% | -7.0% |
| YTD | +13.1% | +21.5% | -8.4% | +5.2% |
| 1Y | +2.5% | +21.9% | -19.4% | -5.0% |
| 3Y | +27.6% | +109.2% | -81.6% | -4.2% |
| 5Y | +63.0% | +102.0% | -38.9% | +20.0% |
| 10Y | +359.3% | +171.9% | +187.4% | +182.8% |
| All | +10,545.1% | +4,117.7% | +6,427.5% | +3,297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling