+442.2%
MTZ vs LNG
+724.9%
-282.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -5.6% |
| 7D | -8.7% | -5.5% | -3.2% | -6.2% |
| 30D | -15.0% | +5.7% | -20.7% | -17.0% |
| 3M | -32.6% | +10.7% | -43.3% | -35.8% |
| 6M | -56.3% | +23.1% | -79.4% | -60.8% |
| YTD | -16.8% | +52.4% | -69.2% | -33.3% |
| 1Y | -10.0% | +40.0% | -50.1% | -25.1% |
| 3Y | +267.1% | +76.0% | +191.1% | +170.7% |
| 5Y | +89.9% | +194.7% | -104.8% | +1.2% |
| 10Y | +442.2% | +726.7% | -284.4% | +57.2% |
| All | +442.2% | +724.9% | -282.7% | +57.2% |
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 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