+679.9%
MPC vs NRG
+190.8%
+489.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.1% |
| 7D | +3.2% | +3.9% | -0.6% | +2.4% |
| 30D | +25.0% | -3.0% | +28.0% | +25.4% |
| 3M | +55.2% | -10.9% | +66.1% | +56.6% |
| 6M | +86.4% | -25.3% | +111.7% | +93.9% |
| YTD | +148.5% | -26.8% | +175.3% | +157.9% |
| 1Y | +121.7% | -23.3% | +145.0% | +125.5% |
| 3Y | +172.9% | +208.6% | -35.7% | +66.2% |
| 5Y | +679.9% | +194.1% | +485.8% | +391.6% |
| All | +679.9% | +190.8% | +489.1% | +391.6% |
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 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