+68.6%
MAR vs NRG
+203.5%
-134.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -0.5% | -4.7% | +4.1% | +0.1% |
| 30D | -5.4% | -6.0% | +0.5% | -4.7% |
| 3M | -15.5% | -8.0% | -7.5% | -15.2% |
| 6M | +3.0% | -23.2% | +26.1% | +5.9% |
| YTD | +8.5% | -28.1% | +36.6% | +12.3% |
| 1Y | +26.0% | -27.3% | +53.2% | +29.4% |
| 3Y | +68.6% | +208.7% | -140.1% | +32.6% |
| All | +68.6% | +203.5% | -134.9% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling