+23.0%
MMM vs LNG
+42.0%
-19.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -6.2% | +15.7% | +8.2% |
| 7D | +12.2% | -1.9% | +14.2% | +11.6% |
| 30D | +18.8% | +6.2% | +12.6% | +20.0% |
| 3M | +7.4% | +13.7% | -6.4% | +10.2% |
| 6M | +38.3% | +7.5% | +30.8% | +40.6% |
| YTD | +22.9% | +51.3% | -28.4% | +22.5% |
| 1Y | +23.0% | +42.6% | -19.6% | +24.2% |
| All | +23.0% | +42.0% | -19.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling