+3,101.0%
MPC vs NRG
+591.1%
+2,509.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -1.7% |
| 7D | +5.4% | +7.1% | -1.7% | +3.2% |
| 30D | +31.0% | -1.4% | +32.4% | +31.0% |
| 3M | +46.0% | -10.5% | +56.5% | +48.1% |
| 6M | +77.3% | -26.7% | +104.1% | +89.1% |
| YTD | +141.9% | -24.5% | +166.4% | +152.9% |
| 1Y | +120.9% | -18.6% | +139.5% | +122.7% |
| 3Y | +182.7% | +227.1% | -44.5% | +60.0% |
| 5Y | +646.4% | +198.8% | +447.7% | +325.7% |
| 10Y | +1,138.7% | +1,122.3% | +16.5% | +343.2% |
| All | +3,101.0% | +591.1% | +2,509.9% | +1,270.0% |
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