+110.7%
MCK vs NRG
+203.5%
-92.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -2.9% |
| 30D | +0.4% | -6.0% | +6.4% | +0.4% |
| 3M | +12.1% | -8.0% | +20.1% | +11.8% |
| 6M | -5.4% | -23.2% | +17.7% | -5.3% |
| YTD | +7.8% | -28.1% | +35.8% | +8.0% |
| 1Y | +22.9% | -27.3% | +50.2% | +23.2% |
| 3Y | +110.7% | +208.7% | -97.9% | +105.5% |
| All | +110.7% | +203.5% | -92.8% | +105.5% |
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