+10.4%
MMM vs NRG
-18.6%
+29.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.2% |
| 7D | -3.3% | +7.1% | -10.4% | -3.7% |
| 30D | -7.0% | -1.4% | -5.6% | -7.0% |
| 3M | +10.8% | -10.5% | +21.3% | +11.0% |
| 6M | +5.8% | -26.7% | +32.5% | +7.8% |
| YTD | +6.8% | -24.5% | +31.3% | +8.6% |
| 1Y | +10.4% | -18.6% | +28.9% | +14.4% |
| All | +10.4% | -18.6% | +29.0% | +14.4% |
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 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