+27.5%
MCK vs NRG
-51.3%
+78.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.1% |
| 7D | +9.3% | -17.0% | +26.3% | +8.4% |
| 30D | +16.3% | -21.9% | +38.2% | +15.3% |
| 3M | +22.3% | -32.9% | +55.3% | +21.1% |
| 6M | +34.1% | -48.4% | +82.5% | +34.7% |
| YTD | +31.1% | -48.7% | +79.7% | +30.6% |
| 1Y | +27.5% | -52.8% | +80.3% | +26.2% |
| All | +27.5% | -51.3% | +78.7% | +26.2% |
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