+3,823.5%
MCD vs LNG
+1,150.8%
+2,672.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -1.0% | +1.7% |
| 7D | +5.9% | -8.4% | +14.3% | +6.1% |
| 30D | +19.6% | +2.7% | +17.0% | +19.5% |
| 3M | +3.3% | +11.7% | -8.5% | +3.0% |
| 6M | +3.5% | +19.5% | -16.0% | +3.0% |
| YTD | -6.1% | +48.0% | -54.1% | -7.1% |
| 1Y | -3.7% | +38.4% | -42.0% | -4.5% |
| 3Y | +13.4% | +71.9% | -58.5% | +11.7% |
| 5Y | +25.2% | +179.9% | -154.7% | +21.6% |
| 10Y | +211.3% | +700.5% | -489.2% | +194.6% |
| All | +3,823.5% | +1,150.8% | +2,672.8% | +3,245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling