+1,117.3%
LNG vs MLM
+3,534.1%
-2,416.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.1% |
| 7D | -15.9% | -4.1% | -11.7% | -14.6% |
| 30D | +2.1% | +8.2% | -6.1% | -1.0% |
| 3M | +4.8% | -3.6% | +8.4% | +5.8% |
| 6M | +6.8% | -15.6% | +22.4% | +12.0% |
| YTD | +44.0% | -16.4% | +60.4% | +49.9% |
| 1Y | +34.9% | -14.3% | +49.3% | +38.9% |
| 3Y | +67.3% | +19.3% | +48.0% | +48.0% |
| 5Y | +170.1% | +29.6% | +140.5% | +125.1% |
| 10Y | +693.0% | +189.9% | +503.1% | +347.3% |
| All | +1,117.3% | +3,534.1% | -2,416.8% | +334.1% |
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