+19.9%
MDT vs NRG
-50.8%
+70.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -13.5% | +19.7% | +6.0% |
| 7D | +10.7% | -13.7% | +24.5% | +10.6% |
| 30D | +19.3% | -13.6% | +32.9% | +19.0% |
| 3M | +22.8% | -28.5% | +51.3% | +23.3% |
| 6M | +36.4% | -45.8% | +82.1% | +39.2% |
| YTD | +12.1% | -46.9% | +59.0% | +14.3% |
| 1Y | +19.9% | -49.7% | +69.6% | +23.0% |
| All | +19.9% | -50.8% | +70.7% | +23.0% |
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