+2,094.0%
MO vs NRG
+1,510.3%
+583.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +0.1% | -4.7% | +4.8% | +0.7% |
| 30D | +7.1% | -6.0% | +13.1% | +7.8% |
| 3M | -2.0% | -8.0% | +6.0% | -1.7% |
| 6M | +7.3% | -23.2% | +30.5% | +9.6% |
| YTD | +23.5% | -28.1% | +51.5% | +26.8% |
| 1Y | +11.0% | -27.3% | +38.3% | +13.4% |
| 3Y | +95.0% | +208.7% | -113.7% | +54.9% |
| 5Y | +100.6% | +197.7% | -97.0% | +58.1% |
| 10Y | +114.5% | +1,103.3% | -988.8% | +32.7% |
| All | +2,094.0% | +1,510.3% | +583.7% | +1,174.7% |
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