+534.5%
MPC vs LNG
+164.0%
+370.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -16.2% | -15.9% | -0.3% | -8.2% |
| 30D | -15.7% | +2.1% | -17.8% | -16.8% |
| 3M | +24.9% | +4.8% | +20.1% | +21.0% |
| 6M | +52.7% | +6.8% | +45.9% | +45.7% |
| YTD | +131.9% | +44.0% | +87.8% | +89.4% |
| 1Y | +96.6% | +34.9% | +61.7% | +66.0% |
| 3Y | +163.8% | +67.3% | +96.5% | +94.2% |
| All | +534.5% | +164.0% | +370.5% | +248.5% |
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