-3.9%
MCD vs LIN
+27.8%
-31.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +4.0% | +5.8% |
| 7D | +11.9% | +3.3% | +8.6% | +11.0% |
| 30D | +20.2% | +8.8% | +11.5% | +17.9% |
| 3M | +5.2% | +8.6% | -3.5% | +3.2% |
| 6M | 0.0% | +7.0% | -7.0% | -1.5% |
| YTD | -6.5% | +24.3% | -30.8% | -12.0% |
| 1Y | -3.9% | +27.3% | -31.2% | -8.4% |
| All | -3.9% | +27.8% | -31.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling