+116.7%
MPC vs NRG
-41.3%
+157.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +11.2% | +10.0% | +1.3% | +11.2% |
| 30D | -14.5% | -3.2% | -11.3% | -14.8% |
| 3M | +16.7% | -18.5% | +35.2% | +15.0% |
| 6M | +67.6% | -25.3% | +92.8% | +64.7% |
| YTD | +157.9% | -38.1% | +196.0% | +151.8% |
| 1Y | +116.7% | -40.7% | +157.4% | +113.6% |
| All | +116.7% | -41.3% | +157.9% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling