+20.4%
MCD vs LNG
+218.5%
-198.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.3% |
| 7D | -2.0% | -6.2% | +4.1% | -1.7% |
| 30D | -6.1% | +8.0% | -14.1% | -6.5% |
| 3M | -7.3% | +16.9% | -24.2% | -8.0% |
| 6M | -20.9% | +8.7% | -29.6% | -21.4% |
| YTD | -14.7% | +43.0% | -57.7% | -16.8% |
| 1Y | -16.1% | +19.4% | -35.5% | -17.2% |
| 3Y | -1.5% | +74.7% | -76.2% | -5.7% |
| 5Y | +20.4% | +222.4% | -202.0% | +10.3% |
| All | +20.4% | +218.5% | -198.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling