-10.0%
MTZ vs LNG
+42.8%
-52.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -4.1% |
| 7D | -8.7% | -5.5% | -3.2% | -9.4% |
| 30D | -15.0% | +5.7% | -20.7% | -13.5% |
| 3M | -32.6% | +10.7% | -43.3% | -30.6% |
| 6M | -56.3% | +23.1% | -79.4% | -54.2% |
| YTD | -16.8% | +52.4% | -69.2% | -14.3% |
| 1Y | -10.0% | +40.0% | -50.1% | -7.6% |
| All | -10.0% | +42.8% | -52.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling