+29.9%
MCHP vs LNG
+42.0%
-12.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | -5.0% |
| 7D | -5.4% | -1.9% | -3.5% | -5.6% |
| 30D | -7.5% | +6.2% | -13.8% | -4.8% |
| 3M | -6.0% | +13.7% | -19.8% | 0.0% |
| 6M | -20.1% | +7.5% | -27.6% | -15.7% |
| YTD | +20.2% | +51.3% | -31.0% | +44.4% |
| 1Y | +29.9% | +42.6% | -12.7% | +48.5% |
| All | +29.9% | +42.0% | -12.0% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling