+23.5%
LIN vs MULL
+337.5%
-314.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | +0.2% | +43.3% | -43.0% | +0.6% |
| 30D | +6.2% | -37.4% | +43.6% | +5.9% |
| 3M | +9.3% | -36.8% | +46.2% | +9.1% |
| 6M | +4.4% | -36.9% | +41.2% | +4.6% |
| YTD | +23.7% | +250.7% | -226.9% | +27.1% |
| 1Y | +23.5% | +337.6% | -314.1% | +27.7% |
| All | +23.5% | +337.5% | -314.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling