+17.1%
MCHP vs LNG
+19.2%
-2.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | 0.0% | -4.7% | +4.7% | -1.4% |
| 30D | -6.0% | +3.8% | -9.8% | -4.6% |
| 3M | -19.7% | +16.2% | -35.8% | -15.5% |
| 6M | +14.0% | +11.7% | +2.3% | +17.8% |
| YTD | +18.4% | +44.2% | -25.8% | +23.1% |
| 1Y | +17.1% | +18.6% | -1.5% | +36.2% |
| All | +17.1% | +19.2% | -2.1% | +36.2% |
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