+1,017.5%
MDB vs LNG
+517.7%
+499.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | -6.7% | +2.2% | -2.5% |
| 30D | -14.0% | +3.9% | -17.8% | -15.2% |
| 3M | +5.3% | +15.5% | -10.2% | 0.0% |
| 6M | +31.9% | +10.5% | +21.4% | +25.9% |
| YTD | -14.6% | +43.0% | -57.6% | -25.3% |
| 1Y | +8.2% | +18.9% | -10.6% | +0.6% |
| 3Y | -5.0% | +74.7% | -79.7% | -24.4% |
| 5Y | -24.5% | +231.2% | -255.8% | -52.0% |
| All | +1,017.5% | +517.7% | +499.8% | +494.5% |
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