+26.2%
MAR vs NRG
-18.6%
+44.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.2% |
| 7D | -4.2% | +7.1% | -11.3% | -4.5% |
| 30D | -6.7% | -1.4% | -5.3% | -6.6% |
| 3M | -12.5% | -10.5% | -2.0% | -12.4% |
| 6M | +0.6% | -26.7% | +27.3% | +1.6% |
| YTD | +9.1% | -24.5% | +33.6% | +10.0% |
| 1Y | +26.2% | -18.6% | +44.8% | +28.2% |
| All | +26.2% | -18.6% | +44.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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