+2,968.0%
MPC vs LNG
+3,506.8%
-538.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -16.2% | -15.9% | -0.3% | -10.3% |
| 30D | -15.7% | +2.1% | -17.8% | -16.5% |
| 3M | +24.9% | +4.8% | +20.1% | +22.1% |
| 6M | +52.7% | +6.8% | +45.9% | +47.8% |
| YTD | +131.9% | +44.0% | +87.8% | +100.3% |
| 1Y | +96.6% | +34.9% | +61.7% | +74.1% |
| 3Y | +163.8% | +67.3% | +96.5% | +112.8% |
| 5Y | +533.1% | +170.1% | +363.0% | +322.6% |
| 10Y | +1,118.6% | +693.0% | +425.6% | +477.6% |
| All | +2,968.0% | +3,506.8% | -538.8% | +912.5% |
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 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