+16.1%
LIN vs MULL
+968.6%
-952.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.1% | -10.3% | -1.2% |
| 7D | +0.2% | -42.7% | +42.9% | +0.6% |
| 30D | +6.5% | -63.8% | +70.2% | +7.4% |
| 3M | +5.5% | -49.0% | +54.5% | +5.8% |
| 6M | +3.3% | -38.2% | +41.5% | +1.8% |
| YTD | +22.0% | +167.0% | -145.0% | +14.4% |
| 1Y | +25.7% | +247.7% | -222.0% | +16.1% |
| All | +16.1% | +968.6% | -952.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling