+205.9%
MCD vs LIN
+418.8%
-212.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | -1.9% | +0.3% | -2.3% | -2.1% |
| 30D | +16.6% | +8.0% | +8.6% | +13.1% |
| 3M | +0.9% | +7.7% | -6.7% | -2.1% |
| 6M | +1.5% | +5.1% | -3.6% | -0.8% |
| YTD | -8.3% | +24.7% | -33.0% | -16.7% |
| 1Y | -8.1% | +25.1% | -33.2% | -16.7% |
| 3Y | +10.3% | +36.8% | -26.5% | -4.6% |
| 5Y | +23.4% | +67.9% | -44.4% | -4.1% |
| 10Y | +205.9% | +427.2% | -221.3% | +51.6% |
| All | +205.9% | +418.8% | -212.9% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling