+287.6%
MP vs NRG
+241.9%
+45.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +9.5% | +10.0% | -0.5% | +6.0% |
| 30D | -3.0% | -3.2% | +0.3% | -2.2% |
| 3M | -30.4% | -18.5% | -11.9% | -26.0% |
| 6M | -39.2% | -25.3% | -13.9% | -34.5% |
| YTD | -23.3% | -38.1% | +14.8% | -13.2% |
| 1Y | -32.6% | -40.7% | +8.1% | -22.5% |
| 3Y | +159.3% | +121.8% | +37.5% | +63.3% |
| 5Y | -16.4% | +209.2% | -225.7% | -53.8% |
| All | +287.6% | +241.9% | +45.7% | +104.8% |
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 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