+1,171.8%
MPC vs LNG
+811.3%
+360.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +11.2% | +11.3% | -0.1% | +3.8% |
| 30D | -14.5% | +10.6% | -25.1% | -20.2% |
| 3M | +16.7% | +16.1% | +0.5% | +4.8% |
| 6M | +67.6% | +29.6% | +38.0% | +39.6% |
| YTD | +157.9% | +60.3% | +97.6% | +86.3% |
| 1Y | +116.7% | +46.1% | +70.5% | +66.1% |
| 3Y | +199.8% | +85.9% | +113.8% | +88.9% |
| 5Y | +604.4% | +210.8% | +393.6% | +191.2% |
| All | +1,171.8% | +811.3% | +360.4% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling