-23.5%
MDB vs NRG
+183.6%
-207.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +5.2% |
| 7D | -2.8% | -0.2% | -2.6% | -3.0% |
| 30D | -14.9% | -6.8% | -8.1% | -13.5% |
| 3M | +7.3% | -7.1% | +14.5% | +7.0% |
| 6M | +38.2% | -27.6% | +65.7% | +47.1% |
| YTD | -10.9% | -29.2% | +18.3% | -4.3% |
| 1Y | +11.6% | -29.9% | +41.5% | +19.2% |
| 3Y | -0.9% | +198.7% | -199.6% | -44.2% |
| 5Y | -23.5% | +192.9% | -216.4% | -54.9% |
| All | -23.5% | +183.6% | -207.2% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling