+3,101.0%
MPC vs LNG
+3,689.1%
-588.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.4% | +3.4% | +2.0% | +4.0% |
| 30D | +31.0% | +14.9% | +16.1% | +24.0% |
| 3M | +46.0% | +21.4% | +24.6% | +35.2% |
| 6M | +77.3% | +17.8% | +59.5% | +66.0% |
| YTD | +141.9% | +51.3% | +90.6% | +105.8% |
| 1Y | +120.9% | +24.4% | +96.5% | +102.5% |
| 3Y | +182.7% | +79.7% | +103.0% | +122.6% |
| 5Y | +646.4% | +241.3% | +405.1% | +357.7% |
| 10Y | +1,138.7% | +603.1% | +535.6% | +501.9% |
| All | +3,101.0% | +3,689.1% | -588.1% | +940.3% |
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