+272.3%
MTZ vs LNG
+85.6%
+186.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | +5.0% | +11.3% | -6.3% | +2.4% |
| 30D | -6.0% | +10.6% | -16.6% | -7.9% |
| 3M | -36.1% | +16.1% | -52.2% | -38.2% |
| 6M | -56.9% | +29.6% | -86.4% | -59.8% |
| YTD | -15.9% | +60.3% | -76.2% | -29.8% |
| 1Y | -3.8% | +46.1% | -50.0% | -16.5% |
| 3Y | +272.3% | +85.9% | +186.3% | +216.2% |
| All | +272.3% | +85.6% | +186.6% | +216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling