+53.1%
MMM vs NRG
+1,083.9%
-1,030.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | -2.1% | -4.7% | +2.5% | -1.2% |
| 30D | -9.8% | -6.0% | -3.9% | -8.9% |
| 3M | +4.9% | -8.0% | +12.9% | +5.6% |
| 6M | +7.3% | -23.2% | +30.5% | +11.5% |
| YTD | +4.5% | -28.1% | +32.5% | +9.7% |
| 1Y | +5.4% | -27.3% | +32.6% | +9.6% |
| 3Y | +98.6% | +208.7% | -110.1% | +40.6% |
| 5Y | +27.4% | +197.7% | -170.3% | -10.7% |
| All | +53.1% | +1,083.9% | -1,030.8% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling