+177.3%
MCD vs LIN
+358.9%
-181.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.1% |
| 7D | -2.8% | -2.1% | -0.7% | -2.0% |
| 30D | -6.0% | -2.4% | -3.6% | -5.1% |
| 3M | -5.6% | -5.6% | 0.0% | -3.5% |
| 6M | -21.9% | -3.4% | -18.5% | -21.1% |
| YTD | -14.7% | +13.1% | -27.8% | -19.4% |
| 1Y | -17.3% | +2.5% | -19.7% | -18.6% |
| 3Y | -2.2% | +27.6% | -29.8% | -13.0% |
| 5Y | +20.3% | +63.0% | -42.7% | -5.9% |
| All | +177.3% | +358.9% | -181.6% | +42.2% |
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