+27.6%
MCK vs LNG
+42.0%
-14.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -6.2% | +13.1% | +6.8% |
| 7D | +11.3% | -1.9% | +13.3% | +11.1% |
| 30D | +16.8% | +6.2% | +10.6% | +16.5% |
| 3M | +28.9% | +13.7% | +15.2% | +28.8% |
| 6M | +32.7% | +7.5% | +25.2% | +30.4% |
| YTD | +30.8% | +51.3% | -20.5% | +35.8% |
| 1Y | +27.6% | +42.6% | -15.1% | +32.5% |
| All | +27.6% | +42.0% | -14.4% | +32.5% |
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