+213.3%
MCD vs LNG
+724.9%
-511.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.2% |
| 7D | +7.3% | -5.5% | +12.7% | +8.1% |
| 30D | +20.0% | +5.7% | +14.2% | +18.6% |
| 3M | +3.8% | +10.7% | -6.9% | +1.8% |
| 6M | +3.8% | +23.1% | -19.3% | -0.2% |
| YTD | -5.9% | +52.4% | -58.3% | -13.3% |
| 1Y | -3.2% | +40.0% | -43.3% | -9.6% |
| 3Y | +13.3% | +76.0% | -62.8% | +0.1% |
| 5Y | +25.2% | +194.7% | -169.4% | -3.8% |
| 10Y | +213.3% | +726.7% | -513.3% | +83.7% |
| All | +213.3% | +724.9% | -511.6% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling