+129.9%
MRK vs NRG
+194.8%
-64.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -4.3% | -4.7% | +0.4% | -4.0% |
| 30D | +8.3% | -6.0% | +14.3% | +8.6% |
| 3M | +20.0% | -8.0% | +28.0% | +20.3% |
| 6M | +25.7% | -23.2% | +48.8% | +26.9% |
| YTD | +38.7% | -28.1% | +66.8% | +40.4% |
| 1Y | +74.7% | -27.3% | +101.9% | +76.4% |
| 3Y | +45.4% | +208.7% | -163.3% | +31.0% |
| All | +129.9% | +194.8% | -64.9% | +112.0% |
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 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