+213.6%
LNG vs MLM
+25.7%
+187.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +11.3% | -0.9% | +12.2% | +11.5% |
| 30D | +10.6% | +9.0% | +1.6% | +9.4% |
| 3M | +16.1% | -5.6% | +21.7% | +16.9% |
| 6M | +29.6% | -10.7% | +40.2% | +30.8% |
| YTD | +60.3% | -17.2% | +77.5% | +63.3% |
| 1Y | +46.1% | -14.2% | +60.3% | +47.5% |
| 3Y | +85.9% | +15.6% | +70.3% | +70.0% |
| All | +213.6% | +25.7% | +187.9% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling