+6,923.6%
MCK vs LNG
+4,079.4%
+2,844.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -2.8% |
| 30D | +0.4% | +3.8% | -3.4% | +0.3% |
| 3M | +12.1% | +16.2% | -4.1% | +11.6% |
| 6M | -5.4% | +11.7% | -17.1% | -5.8% |
| YTD | +7.8% | +44.2% | -36.4% | +6.5% |
| 1Y | +22.9% | +18.6% | +4.4% | +22.2% |
| 3Y | +110.7% | +77.4% | +33.3% | +106.7% |
| 5Y | +346.2% | +232.3% | +113.9% | +328.8% |
| 10Y | +440.1% | +550.1% | -110.0% | +407.8% |
| All | +6,923.6% | +4,079.4% | +2,844.2% | +5,763.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling