+445.3%
MP vs LNG
+532.8%
-87.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -2.9% | +3.4% | -6.3% | -4.2% |
| 30D | +13.8% | +14.9% | -1.0% | +7.4% |
| 3M | -16.7% | +21.4% | -38.1% | -23.8% |
| 6M | -11.5% | +17.8% | -29.3% | -19.5% |
| YTD | +7.9% | +51.3% | -43.3% | -12.6% |
| 1Y | -15.0% | +24.4% | -39.5% | -24.9% |
| 3Y | +153.5% | +79.7% | +73.8% | +79.9% |
| 5Y | +58.7% | +241.3% | -182.7% | -20.7% |
| All | +445.3% | +532.8% | -87.5% | +118.2% |
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 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