+5,001.2%
MCD vs LIN
+10,822.5%
-5,821.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +4.0% | +5.8% |
| 7D | +11.9% | +3.3% | +8.6% | +10.9% |
| 30D | +20.2% | +8.8% | +11.5% | +17.6% |
| 3M | +5.2% | +8.6% | -3.5% | +2.9% |
| 6M | 0.0% | +7.0% | -7.0% | -1.9% |
| YTD | -6.5% | +24.3% | -30.8% | -12.1% |
| 1Y | -3.9% | +27.3% | -31.2% | -10.2% |
| 3Y | +12.5% | +38.9% | -26.5% | +2.2% |
| 5Y | +24.2% | +69.4% | -45.2% | +6.0% |
| 10Y | +220.9% | +440.7% | -219.8% | +102.7% |
| All | +5,001.2% | +10,822.5% | -5,821.3% | +1,722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling