+35.7%
MDB vs LNG
+15.3%
+20.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.0% |
| 7D | -17.4% | +3.4% | -20.9% | -17.2% |
| 30D | -2.0% | +14.9% | -16.9% | -1.3% |
| 3M | -3.0% | +21.4% | -24.4% | -2.6% |
| All | +35.7% | +15.3% | +20.4% | +34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling