+68.5%
LIN vs MXL
-19.3%
+87.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.9% |
| 7D | +2.1% | +13.4% | -11.3% | +1.5% |
| 30D | +6.8% | -29.2% | +36.0% | +7.9% |
| 3M | +10.4% | -27.2% | +37.6% | +10.9% |
| 6M | +3.2% | -36.4% | +39.6% | +3.0% |
| YTD | +24.6% | +220.0% | -195.4% | +7.9% |
| 1Y | +24.4% | +304.8% | -280.4% | +5.2% |
| 3Y | +36.7% | +238.5% | -201.7% | +8.4% |
| All | +68.5% | -19.3% | +87.8% | +62.1% |
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