+81.8%
MDLZ vs LNG
+561.0%
-479.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.7% | -4.5% | +6.1% | +2.1% |
| 30D | +1.1% | +4.7% | -3.6% | +0.6% |
| 3M | -1.8% | +15.1% | -17.0% | -3.4% |
| 6M | +12.3% | +13.6% | -1.3% | +10.5% |
| YTD | +18.0% | +44.0% | -25.9% | +13.1% |
| 1Y | +3.8% | +18.4% | -14.6% | +1.6% |
| 3Y | -2.4% | +75.9% | -78.3% | -9.7% |
| 5Y | +18.4% | +231.7% | -213.3% | -1.8% |
| All | +81.8% | +561.0% | -479.2% | +32.2% |
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