+942.1%
MDB vs LNG
+592.8%
+349.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +6.8% | +11.3% | -4.5% | +3.4% |
| 30D | -6.2% | +10.6% | -16.8% | -9.4% |
| 3M | -29.2% | +16.1% | -45.4% | -32.8% |
| 6M | +10.3% | +29.6% | -19.3% | +0.8% |
| YTD | -20.4% | +60.3% | -80.7% | -33.0% |
| 1Y | -4.8% | +46.1% | -50.9% | -17.5% |
| 3Y | -11.6% | +85.9% | -97.5% | -30.8% |
| 5Y | -41.0% | +210.8% | -251.9% | -61.7% |
| All | +942.1% | +592.8% | +349.3% | +433.0% |
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 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