+689.3%
LIN vs MXL
+249.5%
+439.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.5% |
| 7D | -2.1% | +1.6% | -3.8% | -2.3% |
| 30D | -2.4% | -7.0% | +4.6% | -2.2% |
| 3M | -5.6% | -33.4% | +27.8% | -4.3% |
| 6M | -3.4% | +260.2% | -263.5% | -22.5% |
| YTD | +13.1% | +260.0% | -246.8% | -9.7% |
| 1Y | +2.5% | +303.5% | -301.0% | -20.1% |
| 3Y | +27.6% | +160.4% | -132.8% | -2.5% |
| 5Y | +63.0% | +14.7% | +48.3% | +34.8% |
| 10Y | +359.3% | +215.6% | +143.7% | +201.2% |
| All | +689.3% | +249.5% | +439.8% | +384.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling