+1,120.5%
MPC vs NRG
+1,065.0%
+55.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -0.8% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +17.0% | -6.8% | +23.8% | +19.0% |
| 3M | +49.5% | -7.1% | +56.6% | +49.8% |
| 6M | +83.5% | -27.6% | +111.1% | +96.3% |
| YTD | +144.1% | -29.2% | +173.3% | +160.3% |
| 1Y | +119.6% | -29.9% | +149.5% | +132.8% |
| 3Y | +168.1% | +198.7% | -30.6% | +45.9% |
| 5Y | +671.3% | +192.9% | +478.4% | +309.9% |
| All | +1,120.5% | +1,065.0% | +55.5% | +382.2% |
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