+144.0%
MP vs NRG
+124.7%
+19.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -3.6% | +0.9% | -4.5% | -4.1% |
| 30D | -21.0% | -9.6% | -11.4% | -19.1% |
| 3M | -33.3% | -17.9% | -15.4% | -30.2% |
| 6M | -45.9% | -29.1% | -16.8% | -42.0% |
| YTD | -27.8% | -38.1% | +10.3% | -20.7% |
| 1Y | -43.2% | -40.9% | -2.3% | -36.8% |
| 3Y | +144.0% | +124.4% | +19.6% | +65.7% |
| All | +144.0% | +124.7% | +19.4% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling