+3,213.6%
MDT vs LNG
+1,108.8%
+2,104.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.7% |
| 7D | +0.4% | -6.2% | +6.5% | +0.6% |
| 30D | +6.0% | +8.0% | -2.0% | +5.7% |
| 3M | +15.5% | +16.9% | -1.4% | +14.8% |
| 6M | +3.4% | +8.7% | -5.3% | +3.0% |
| YTD | -2.2% | +43.0% | -45.2% | -3.6% |
| 1Y | +2.6% | +19.4% | -16.8% | +1.8% |
| 3Y | +27.5% | +74.7% | -47.2% | +24.5% |
| 5Y | -20.1% | +222.4% | -242.5% | -23.9% |
| 10Y | +39.1% | +532.2% | -493.1% | +28.7% |
| All | +3,213.6% | +1,108.8% | +2,104.8% | +2,188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling