+753.2%
MTZ vs LNG
+543.8%
+209.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | -6.7% | +9.0% | +5.1% |
| 30D | -10.3% | +3.9% | -14.1% | -12.0% |
| 3M | -31.8% | +15.5% | -47.3% | -36.8% |
| 6M | -19.2% | +10.5% | -29.7% | -24.6% |
| YTD | +10.7% | +43.0% | -32.2% | -8.6% |
| 1Y | +37.5% | +18.9% | +18.7% | +23.3% |
| 3Y | +162.4% | +74.7% | +87.7% | +93.2% |
| 5Y | +166.3% | +231.2% | -64.9% | +32.2% |
| 10Y | +753.2% | +544.5% | +208.7% | +175.1% |
| All | +753.2% | +543.8% | +209.4% | +175.1% |
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