+413.2%
MP vs NRG
+291.1%
+122.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -4.4% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -7.1% | -6.8% | -0.3% | -5.0% |
| 3M | -4.0% | -7.1% | +3.1% | -3.1% |
| 6M | -16.7% | -27.6% | +10.9% | -9.4% |
| YTD | +1.6% | -29.2% | +30.8% | +10.6% |
| 1Y | -17.8% | -29.9% | +12.1% | -10.6% |
| 3Y | +139.6% | +198.7% | -59.1% | +34.8% |
| 5Y | +50.5% | +192.9% | -142.4% | -15.1% |
| All | +413.2% | +291.1% | +122.1% | +160.8% |
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