+486.1%
MCK vs LNG
+564.7%
-78.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.6% |
| 7D | +0.3% | -6.1% | +6.4% | +1.5% |
| 30D | +4.9% | +1.0% | +4.0% | +4.7% |
| 3M | +16.3% | +13.9% | +2.4% | +13.3% |
| 6M | -3.0% | +9.2% | -12.2% | -5.1% |
| YTD | +11.4% | +42.1% | -30.7% | +3.3% |
| 1Y | +28.6% | +17.3% | +11.2% | +23.7% |
| 3Y | +120.0% | +70.6% | +49.4% | +93.7% |
| 5Y | +358.2% | +225.6% | +132.6% | +236.6% |
| 10Y | +486.1% | +572.8% | -86.7% | +255.5% |
| All | +486.1% | +564.7% | -78.6% | +255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling