+166.4%
MTZ vs LNG
+218.5%
-52.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.5% | +9.3% | +5.1% |
| 7D | +3.6% | -6.2% | +9.7% | +5.1% |
| 30D | -9.6% | +8.0% | -17.6% | -11.7% |
| 3M | -31.9% | +16.9% | -48.8% | -35.3% |
| 6M | -13.8% | +8.7% | -22.5% | -17.1% |
| YTD | +13.3% | +43.0% | -29.8% | -0.7% |
| 1Y | +39.3% | +19.4% | +19.9% | +29.5% |
| 3Y | +168.3% | +74.7% | +93.6% | +122.1% |
| 5Y | +166.4% | +222.4% | -56.0% | +72.7% |
| All | +166.4% | +218.5% | -52.1% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling