+9.1%
MDB vs NRG
-28.9%
+37.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.1% |
| 7D | -1.8% | -4.7% | +2.9% | -1.8% |
| 30D | -17.3% | -6.0% | -11.3% | -17.1% |
| 3M | +2.2% | -8.0% | +10.2% | +1.2% |
| 6M | +33.9% | -23.2% | +57.0% | +34.2% |
| YTD | -13.7% | -28.1% | +14.4% | -10.3% |
| 1Y | +9.1% | -27.3% | +36.3% | +11.2% |
| All | +9.1% | -28.9% | +37.9% | +11.2% |
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