-34.6%
MP vs LNG
+42.0%
-76.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.2% | +1.1% | -5.5% |
| 7D | -12.5% | -1.9% | -10.6% | -12.4% |
| 30D | -23.3% | +6.2% | -29.6% | -22.3% |
| 3M | -24.4% | +13.7% | -38.1% | -22.9% |
| 6M | -45.8% | +7.5% | -53.3% | -44.4% |
| YTD | -28.9% | +51.3% | -80.2% | -41.0% |
| 1Y | -34.6% | +42.6% | -77.2% | -44.4% |
| All | -34.6% | +42.0% | -76.6% | -44.4% |
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 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