+3,312.9%
MPC vs NRG
+466.6%
+2,846.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +11.2% | +10.0% | +1.3% | +8.0% |
| 30D | -14.5% | -3.2% | -11.3% | -14.0% |
| 3M | +16.7% | -18.5% | +35.2% | +22.6% |
| 6M | +67.6% | -25.3% | +92.8% | +77.1% |
| YTD | +157.9% | -38.1% | +196.0% | +184.1% |
| 1Y | +116.7% | -40.7% | +157.4% | +141.2% |
| 3Y | +199.8% | +121.8% | +78.0% | +92.3% |
| 5Y | +604.4% | +209.2% | +395.2% | +288.9% |
| 10Y | +1,171.5% | +981.4% | +190.1% | +371.1% |
| All | +3,312.9% | +466.6% | +2,846.3% | +1,438.7% |
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