+445.3%
MP vs NRG
+317.0%
+128.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | -0.7% |
| 7D | -2.9% | +7.1% | -10.0% | -5.0% |
| 30D | +13.8% | -1.4% | +15.2% | +14.2% |
| 3M | -16.7% | -10.5% | -6.2% | -14.9% |
| 6M | -11.5% | -26.7% | +15.2% | -4.1% |
| YTD | +7.9% | -24.5% | +32.5% | +15.0% |
| 1Y | -15.0% | -18.6% | +3.5% | -12.1% |
| 3Y | +153.5% | +227.1% | -73.6% | +38.0% |
| 5Y | +58.7% | +198.8% | -140.1% | -11.1% |
| All | +445.3% | +317.0% | +128.3% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling