+3,773.6%
MU vs LIN
+430.4%
+3,343.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.7% | -16.8% | -17.0% |
| 7D | -29.7% | +3.6% | -33.3% | -31.7% |
| 30D | -37.2% | +6.4% | -43.6% | -40.2% |
| 3M | -26.5% | +6.5% | -33.0% | -30.4% |
| 6M | +2.6% | +4.9% | -2.3% | -2.5% |
| YTD | +130.1% | +23.4% | +106.7% | +91.1% |
| 1Y | +176.7% | +26.3% | +150.4% | +124.5% |
| 3Y | +813.1% | +38.0% | +775.1% | +586.2% |
| 5Y | +822.0% | +68.0% | +754.0% | +482.9% |
| All | +3,773.6% | +430.4% | +3,343.2% | +1,124.7% |
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 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