+1,178.8%
LNG vs MLM
+3,510.4%
-2,331.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | 0.0% |
| 7D | +3.4% | -2.9% | +6.3% | +4.5% |
| 30D | +14.9% | -6.8% | +21.7% | +17.6% |
| 3M | +21.4% | -11.2% | +32.6% | +25.4% |
| 6M | +17.8% | -21.8% | +39.6% | +26.6% |
| YTD | +51.3% | -17.0% | +68.3% | +58.2% |
| 1Y | +24.4% | -16.4% | +40.8% | +29.3% |
| 3Y | +79.7% | +14.5% | +65.2% | +61.3% |
| 5Y | +241.3% | +41.7% | +199.6% | +174.3% |
| 10Y | +603.1% | +200.0% | +403.1% | +290.9% |
| All | +1,178.8% | +3,510.4% | -2,331.5% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling