+702.8%
MRK vs NRG
+1,510.3%
-807.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | -4.3% | -4.7% | +0.4% | -3.5% |
| 30D | +8.3% | -6.0% | +14.3% | +9.3% |
| 3M | +20.0% | -8.0% | +28.0% | +20.8% |
| 6M | +25.7% | -23.2% | +48.8% | +29.7% |
| YTD | +38.7% | -28.1% | +66.8% | +44.3% |
| 1Y | +74.7% | -27.3% | +101.9% | +80.3% |
| 3Y | +45.4% | +208.7% | -163.3% | +9.6% |
| 5Y | +129.0% | +197.7% | -68.6% | +70.1% |
| 10Y | +228.0% | +1,103.3% | -875.3% | +72.1% |
| All | +702.8% | +1,510.3% | -807.5% | +395.5% |
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