+1,315.7%
MU vs LIN
+61.6%
+1,254.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.7% |
| 7D | +9.0% | -2.1% | +11.1% | +10.4% |
| 30D | +13.8% | -2.4% | +16.2% | +15.2% |
| 3M | +2.1% | -5.6% | +7.7% | +4.9% |
| 6M | +153.8% | -3.4% | +157.2% | +155.1% |
| YTD | +256.4% | +13.1% | +243.3% | +219.5% |
| 1Y | +719.8% | +2.5% | +717.3% | +685.7% |
| 3Y | +1,360.4% | +27.6% | +1,332.8% | +1,083.7% |
| All | +1,315.7% | +61.6% | +1,254.1% | +830.8% |
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