+104.8%
MMM vs LNG
+76.4%
+28.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | 0.0% |
| 7D | -1.6% | -6.2% | +4.6% | -0.9% |
| 30D | -8.0% | +8.0% | -16.0% | -8.8% |
| 3M | +9.4% | +16.9% | -7.5% | +6.7% |
| 6M | +10.2% | +8.7% | +1.6% | +8.0% |
| YTD | +6.1% | +43.0% | -36.9% | -3.1% |
| 1Y | +10.8% | +19.4% | -8.6% | +5.9% |
| 3Y | +104.8% | +74.7% | +30.1% | +78.5% |
| All | +104.8% | +76.4% | +28.4% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling