+219.2%
MDT vs NRG
+1,484.6%
-1,265.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +1.0% | -6.8% | +7.8% | +2.1% |
| 3M | +15.2% | -7.1% | +22.3% | +15.6% |
| 6M | +3.7% | -27.6% | +31.2% | +8.4% |
| YTD | -3.0% | -29.2% | +26.2% | +1.4% |
| 1Y | +2.5% | -29.9% | +32.4% | +6.7% |
| 3Y | +26.5% | +198.7% | -172.2% | -6.0% |
| 5Y | -18.3% | +192.9% | -211.2% | -39.9% |
| 10Y | +40.2% | +1,084.1% | -1,044.0% | -23.8% |
| All | +219.2% | +1,484.6% | -1,265.4% | +76.4% |
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