+58.1%
MP vs LNG
+252.8%
-194.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -2.9% | +3.4% | -6.3% | -4.1% |
| 30D | +13.8% | +14.9% | -1.0% | +7.7% |
| 3M | -16.7% | +21.4% | -38.1% | -23.5% |
| 6M | -11.5% | +17.8% | -29.3% | -19.2% |
| YTD | +7.9% | +51.3% | -43.3% | -12.2% |
| 1Y | -15.0% | +24.4% | -39.5% | -24.6% |
| 3Y | +153.5% | +79.7% | +73.8% | +79.1% |
| All | +58.1% | +252.8% | -194.6% | -25.9% |
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