+1,972.8%
MMM vs LNG
+1,178.8%
+794.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -3.3% | +3.4% | -6.7% | -3.4% |
| 30D | -7.0% | +14.9% | -21.9% | -7.4% |
| 3M | +10.8% | +21.4% | -10.6% | +10.1% |
| 6M | +5.8% | +17.8% | -12.0% | +5.1% |
| YTD | +6.8% | +51.3% | -44.5% | +5.3% |
| 1Y | +10.4% | +24.4% | -14.0% | +9.5% |
| 3Y | +104.7% | +79.7% | +25.0% | +100.5% |
| 5Y | +23.6% | +241.3% | -217.8% | +18.5% |
| 10Y | +54.1% | +603.1% | -549.0% | +44.2% |
| All | +1,972.8% | +1,178.8% | +794.0% | +1,641.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling