+25.7%
MMM vs NRG
+183.6%
-157.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -3.2% | -0.2% | -3.1% | -3.3% |
| 30D | -10.7% | -6.8% | -3.9% | -9.6% |
| 3M | +4.3% | -7.1% | +11.4% | +4.5% |
| 6M | +5.9% | -27.6% | +33.5% | +11.2% |
| YTD | +3.2% | -29.2% | +32.4% | +8.4% |
| 1Y | +8.0% | -29.9% | +37.9% | +13.0% |
| 3Y | +99.1% | +198.7% | -99.6% | +33.4% |
| 5Y | +25.7% | +192.9% | -167.2% | -16.8% |
| All | +25.7% | +183.6% | -157.9% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling