+18.1%
MCHP vs LNG
+23.0%
-4.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.6% |
| 7D | +1.7% | +3.4% | -1.7% | +2.9% |
| 30D | -4.1% | +14.9% | -18.9% | +0.6% |
| 3M | -22.5% | +21.4% | -43.9% | -17.3% |
| 6M | +7.3% | +17.8% | -10.5% | +12.5% |
| YTD | +18.4% | +51.3% | -32.9% | +25.0% |
| 1Y | +18.1% | +24.4% | -6.3% | +37.9% |
| All | +18.1% | +23.0% | -4.9% | +37.9% |
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