+3.0%
MCHP vs LNG
+228.1%
-225.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | -4.7% | +4.7% | +1.0% |
| 30D | -6.0% | +3.8% | -9.8% | -6.9% |
| 3M | -19.7% | +16.2% | -35.8% | -23.0% |
| 6M | +14.0% | +11.7% | +2.3% | +9.4% |
| YTD | +18.4% | +44.2% | -25.8% | +4.8% |
| 1Y | +17.1% | +18.6% | -1.5% | +10.1% |
| 3Y | +0.7% | +77.4% | -76.7% | -16.2% |
| All | +3.0% | +228.1% | -225.1% | -25.1% |
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