+1,017.5%
MDB vs NRG
+445.1%
+572.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.2% | +1.8% |
| 7D | -4.5% | +3.9% | -8.4% | -5.9% |
| 30D | -14.0% | -3.0% | -11.0% | -13.6% |
| 3M | +5.3% | -10.9% | +16.2% | +6.7% |
| 6M | +31.9% | -25.3% | +57.2% | +39.6% |
| YTD | -14.6% | -26.8% | +12.2% | -9.0% |
| 1Y | +8.2% | -23.3% | +31.5% | +12.2% |
| 3Y | -5.0% | +208.6% | -213.6% | -45.0% |
| 5Y | -24.5% | +194.1% | -218.7% | -56.2% |
| All | +1,017.5% | +445.1% | +572.4% | +388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling