+3,971.9%
MU vs LIN
+424.3%
+3,547.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.3% | +5.9% |
| 7D | -22.0% | +0.2% | -22.2% | -22.3% |
| 30D | -36.6% | +6.5% | -43.0% | -39.7% |
| 3M | -21.7% | +5.5% | -27.2% | -25.4% |
| 6M | +3.5% | +3.3% | +0.2% | -0.6% |
| YTD | +141.9% | +22.0% | +119.9% | +102.5% |
| 1Y | +189.8% | +25.7% | +164.1% | +135.7% |
| 3Y | +855.4% | +36.2% | +819.1% | +624.2% |
| 5Y | +869.2% | +66.1% | +803.1% | +517.5% |
| All | +3,971.9% | +424.3% | +3,547.7% | +1,197.3% |
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