-18.2%
MDT vs LNG
+228.1%
-246.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.4% | -4.7% | +1.3% | -2.9% |
| 30D | +0.2% | +3.8% | -3.6% | -0.2% |
| 3M | +14.3% | +16.2% | -1.9% | +12.2% |
| 6M | +4.0% | +11.7% | -7.7% | +2.2% |
| YTD | -3.7% | +44.2% | -47.9% | -8.4% |
| 1Y | -0.4% | +18.6% | -18.9% | -2.9% |
| 3Y | +23.3% | +77.4% | -54.1% | +13.3% |
| All | -18.2% | +228.1% | -246.3% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling