+417.5%
LIN vs MUB
+20.5%
+397.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +0.2% | +0.7% | -0.5% | -0.5% |
| 30D | +6.5% | +4.4% | +2.1% | +2.2% |
| 3M | +5.5% | -0.4% | +5.9% | +5.9% |
| 6M | +3.3% | -0.9% | +4.2% | +4.2% |
| YTD | +22.0% | +0.1% | +22.0% | +22.0% |
| 1Y | +25.7% | +0.5% | +25.3% | +25.2% |
| 3Y | +36.2% | +11.7% | +24.5% | +22.1% |
| 5Y | +66.1% | +3.2% | +62.9% | +60.9% |
| All | +417.5% | +20.5% | +397.0% | +399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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