+19.4%
LNG vs MLM
-17.1%
+36.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.6% |
| 7D | -6.2% | +1.4% | -7.6% | -5.8% |
| 30D | +8.0% | -6.5% | +14.5% | +6.3% |
| 3M | +16.9% | -7.4% | +24.3% | +14.9% |
| 6M | +8.7% | -15.8% | +24.5% | +6.1% |
| YTD | +43.0% | -17.4% | +60.4% | +39.4% |
| 1Y | +19.4% | -17.9% | +37.3% | +17.0% |
| All | +19.4% | -17.1% | +36.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling