+1,134.0%
MPC vs LNG
+545.4%
+588.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.5% | +7.8% | +5.8% |
| 7D | +3.9% | -6.2% | +10.0% | +7.9% |
| 30D | +33.8% | +8.0% | +25.8% | +26.9% |
| 3M | +49.9% | +16.9% | +32.9% | +34.4% |
| 6M | +80.9% | +8.7% | +72.3% | +69.7% |
| YTD | +147.4% | +43.0% | +104.4% | +93.9% |
| 1Y | +123.2% | +19.4% | +103.8% | +96.3% |
| 3Y | +171.7% | +74.7% | +97.0% | +79.1% |
| 5Y | +678.6% | +222.4% | +456.1% | +211.5% |
| 10Y | +1,134.0% | +532.2% | +601.8% | +207.6% |
| All | +1,134.0% | +545.4% | +588.6% | +207.6% |
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