+173.4%
MPC vs LNG
+86.5%
+87.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +5.4% | +3.4% | +2.0% | +3.6% |
| 30D | +31.0% | +14.9% | +16.1% | +21.6% |
| 3M | +46.0% | +21.4% | +24.6% | +31.4% |
| 6M | +77.3% | +17.8% | +59.5% | +62.2% |
| YTD | +141.9% | +51.3% | +90.6% | +95.9% |
| 1Y | +120.9% | +24.4% | +96.5% | +96.1% |
| All | +173.4% | +86.5% | +87.0% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling