+36.2%
LIN vs MXL
+188.6%
-152.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.0% | -12.1% | -1.2% |
| 7D | +0.2% | -27.1% | +27.3% | +0.5% |
| 30D | +6.5% | -54.2% | +60.7% | +7.3% |
| 3M | +5.5% | -29.9% | +35.4% | +5.6% |
| 6M | +3.3% | -39.5% | +42.8% | +3.1% |
| YTD | +22.0% | +182.2% | -160.1% | +15.1% |
| 1Y | +25.7% | +231.8% | -206.1% | +17.5% |
| 3Y | +36.2% | +195.9% | -159.7% | +25.0% |
| All | +36.2% | +188.6% | -152.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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