+60.8%
LIN vs MXL
+23.2%
+37.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | -2.2% |
| 7D | -3.5% | +15.5% | -18.9% | -4.1% |
| 30D | -4.1% | -11.3% | +7.2% | -3.8% |
| 3M | -6.4% | -16.1% | +9.7% | -6.9% |
| 6M | -2.4% | +323.0% | -325.5% | -16.1% |
| YTD | +10.9% | +281.5% | -270.6% | -4.1% |
| 1Y | 0.0% | +319.3% | -319.3% | -14.8% |
| 3Y | +25.8% | +189.4% | -163.6% | +4.7% |
| 5Y | +60.8% | +26.0% | +34.8% | +49.3% |
| All | +60.8% | +23.2% | +37.6% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling