-16.8%
MP vs LNG
+168.2%
-185.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | -10.5% | -15.9% | +5.3% | -4.8% |
| 30D | -23.5% | +2.1% | -25.6% | -24.3% |
| 3M | -25.4% | +4.8% | -30.2% | -27.3% |
| 6M | -51.3% | +6.8% | -58.1% | -53.2% |
| YTD | -29.9% | +44.0% | -73.9% | -42.3% |
| 1Y | -31.8% | +34.9% | -66.8% | -42.2% |
| 3Y | +127.0% | +67.3% | +59.7% | +64.0% |
| All | -16.8% | +168.2% | -185.0% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling