+22.6%
MCD vs LIN
+68.3%
-45.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +8.0% | +3.6% | +4.4% | +6.9% |
| 30D | +19.6% | +6.4% | +13.2% | +17.4% |
| 3M | +2.2% | +6.5% | -4.3% | +0.2% |
| 6M | -1.1% | +4.9% | -6.0% | -2.7% |
| YTD | -7.2% | +23.4% | -30.7% | -13.5% |
| 1Y | -6.7% | +26.3% | -33.0% | -13.6% |
| 3Y | +11.6% | +38.0% | -26.4% | +0.2% |
| 5Y | +22.6% | +68.0% | -45.3% | +0.6% |
| All | +22.6% | +68.3% | -45.6% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling