-11.7%
MP vs LNG
+18.2%
-29.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +0.7% |
| 7D | +3.0% | -6.2% | +9.2% | +2.1% |
| 30D | +8.3% | +8.0% | +0.3% | +9.3% |
| 3M | -3.8% | +16.9% | -20.7% | -3.1% |
| 6M | -4.9% | +8.7% | -13.6% | -6.2% |
| YTD | +9.6% | +43.0% | -33.4% | -4.6% |
| 1Y | -11.7% | +19.4% | -31.1% | -28.7% |
| All | -11.7% | +18.2% | -29.9% | -28.7% |
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