+8.0%
MMM vs LNG
+19.6%
-11.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | -3.2% | -4.5% | +1.2% | -3.9% |
| 30D | -10.7% | +4.7% | -15.4% | -9.9% |
| 3M | +4.3% | +15.1% | -10.9% | +6.4% |
| 6M | +5.9% | +13.6% | -7.7% | +6.3% |
| YTD | +3.2% | +44.0% | -40.8% | -2.3% |
| 1Y | +8.0% | +18.4% | -10.4% | +11.0% |
| All | +8.0% | +19.6% | -11.6% | +11.0% |
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 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