+165.3%
MMM vs LNG
+76.5%
+88.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.2% |
| 7D | +7.0% | -5.5% | +12.4% | +7.3% |
| 30D | +18.4% | +5.7% | +12.6% | +17.3% |
| 3M | +4.5% | +10.7% | -6.2% | +2.9% |
| 6M | +33.4% | +23.1% | +10.4% | +29.1% |
| YTD | +20.0% | +52.4% | -32.5% | +8.1% |
| 1Y | +15.0% | +40.0% | -25.0% | +6.0% |
| All | +165.3% | +76.5% | +88.9% | +135.4% |
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 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