+224.4%
MRK vs LNG
+562.2%
-337.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -4.7% | +0.4% | -3.7% |
| 30D | +8.3% | +3.8% | +4.5% | +7.7% |
| 3M | +20.0% | +16.2% | +3.9% | +17.7% |
| 6M | +25.7% | +11.7% | +14.0% | +23.4% |
| YTD | +38.7% | +44.2% | -5.5% | +31.7% |
| 1Y | +74.7% | +18.6% | +56.1% | +70.0% |
| 3Y | +45.4% | +77.4% | -32.0% | +32.5% |
| 5Y | +129.0% | +232.3% | -103.2% | +83.7% |
| All | +224.4% | +562.2% | -337.8% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling