+110.7%
MCK vs LNG
+74.6%
+36.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -2.6% |
| 30D | +0.4% | +3.8% | -3.4% | +0.2% |
| 3M | +12.1% | +16.2% | -4.1% | +10.8% |
| 6M | -5.4% | +11.7% | -17.1% | -6.6% |
| YTD | +7.8% | +44.2% | -36.4% | +3.8% |
| 1Y | +22.9% | +18.6% | +4.4% | +21.1% |
| 3Y | +110.7% | +77.4% | +33.3% | +106.5% |
| All | +110.7% | +74.6% | +36.2% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling