+274.5%
MP vs NRG
+245.2%
+29.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +11.0% | +21.7% | -10.7% | +4.0% |
| 30D | -11.7% | -8.1% | -3.7% | -9.5% |
| 3M | -30.8% | -18.3% | -12.5% | -26.5% |
| 6M | -42.9% | -28.0% | -14.9% | -37.8% |
| YTD | -25.9% | -37.5% | +11.6% | -16.4% |
| 1Y | -37.3% | -41.1% | +3.8% | -27.7% |
| 3Y | +150.7% | +126.6% | +24.1% | +56.6% |
| 5Y | -19.3% | +212.3% | -231.5% | -55.5% |
| All | +274.5% | +245.2% | +29.3% | +97.2% |
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