+68.9%
MP vs NRG
+204.8%
-135.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +3.0% | +9.3% | -6.2% | +0.1% |
| 30D | +8.3% | +1.3% | +7.1% | +7.8% |
| 3M | -3.8% | -6.0% | +2.1% | -3.4% |
| 6M | -4.9% | -22.0% | +17.0% | +0.8% |
| YTD | +9.6% | -24.1% | +33.7% | +16.5% |
| 1Y | -11.7% | -18.0% | +6.3% | -8.9% |
| 3Y | +158.5% | +220.0% | -61.5% | +33.6% |
| 5Y | +68.9% | +201.1% | -132.2% | -4.0% |
| All | +68.9% | +204.8% | -135.8% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling