-1.5%
MCD vs LIN
+27.3%
-28.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.2% |
| 7D | -2.8% | -2.1% | -0.7% | -2.2% |
| 30D | -6.0% | -2.4% | -3.6% | -5.3% |
| 3M | -5.6% | -5.6% | 0.0% | -4.1% |
| 6M | -21.9% | -3.4% | -18.5% | -21.2% |
| YTD | -14.7% | +13.1% | -27.8% | -18.3% |
| 1Y | -17.3% | +2.5% | -19.7% | -18.3% |
| All | -1.5% | +27.3% | -28.8% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling