+18.6%
LIN vs MULL
+1,351.1%
-1,332.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +24.0% | -23.1% | +0.7% |
| 7D | +0.3% | -2.5% | +2.9% | +0.3% |
| 30D | +8.0% | -40.1% | +48.1% | +8.4% |
| 3M | +7.7% | -28.2% | +35.9% | +7.6% |
| 6M | +5.1% | -39.6% | +44.7% | +4.0% |
| YTD | +24.7% | +262.6% | -237.9% | +16.5% |
| 1Y | +25.1% | +366.2% | -341.1% | +15.3% |
| All | +18.6% | +1,351.1% | -1,332.5% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling