+3,109.1%
MPC vs LNG
+3,606.0%
-496.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.8% | +3.5% |
| 7D | -9.4% | -8.4% | -1.0% | -6.1% |
| 30D | -14.3% | +2.7% | -17.0% | -15.3% |
| 3M | +31.1% | +11.7% | +19.4% | +25.1% |
| 6M | +60.3% | +19.5% | +40.8% | +48.7% |
| YTD | +142.5% | +48.0% | +94.6% | +107.3% |
| 1Y | +104.6% | +38.4% | +66.2% | +79.4% |
| 3Y | +191.7% | +71.9% | +119.8% | +133.0% |
| 5Y | +549.2% | +179.9% | +369.3% | +327.6% |
| 10Y | +1,106.2% | +700.5% | +405.7% | +468.2% |
| All | +3,109.1% | +3,606.0% | -496.9% | +948.2% |
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 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