-7.7%
MDB vs NRG
-50.8%
+43.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.5% | +11.4% | -2.0% |
| 7D | -16.5% | -13.7% | -2.8% | -16.5% |
| 30D | -8.6% | -13.6% | +5.0% | -8.4% |
| 3M | -13.6% | -28.5% | +14.9% | -14.2% |
| 6M | +24.1% | -45.8% | +69.8% | +24.9% |
| YTD | -21.8% | -46.9% | +25.2% | -19.7% |
| 1Y | -7.7% | -49.7% | +42.0% | -5.9% |
| All | -7.7% | -50.8% | +43.1% | -5.9% |
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