+13.4%
MCD vs LNG
+71.0%
-57.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.7% |
| 7D | +5.9% | -8.6% | +14.5% | +6.1% |
| 30D | +19.6% | +2.4% | +17.2% | +19.2% |
| 3M | +3.3% | +11.5% | -8.2% | +2.6% |
| 6M | +3.5% | +19.2% | -15.7% | +2.6% |
| YTD | -6.1% | +47.6% | -53.7% | -8.9% |
| 1Y | -3.7% | +38.0% | -41.7% | -6.0% |
| 3Y | +13.4% | +71.5% | -58.1% | +5.8% |
| All | +13.4% | +71.0% | -57.6% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling