+175.1%
MPC vs NRG
+208.6%
-33.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.9% |
| 7D | +3.2% | +3.9% | -0.6% | +2.7% |
| 30D | +25.0% | -3.0% | +28.0% | +25.3% |
| 3M | +55.2% | -10.9% | +66.1% | +56.1% |
| 6M | +86.4% | -25.3% | +111.7% | +92.0% |
| YTD | +148.5% | -26.8% | +175.3% | +155.3% |
| 1Y | +121.7% | -23.3% | +145.0% | +124.2% |
| All | +175.1% | +208.6% | -33.5% | +82.2% |
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 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