+53.1%
MMM vs LNG
+562.2%
-509.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.1% | -4.7% | +2.5% | -1.3% |
| 30D | -9.8% | +3.8% | -13.7% | -10.6% |
| 3M | +4.9% | +16.2% | -11.2% | +1.4% |
| 6M | +7.3% | +11.7% | -4.4% | +4.0% |
| YTD | +4.5% | +44.2% | -39.7% | -4.4% |
| 1Y | +5.4% | +18.6% | -13.2% | +0.5% |
| 3Y | +98.6% | +77.4% | +21.2% | +72.2% |
| 5Y | +27.4% | +232.3% | -204.9% | -6.7% |
| All | +53.1% | +562.2% | -509.1% | -1.7% |
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