+5,731.6%
MU vs NRG
+1,083.9%
+4,647.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -4.1% | -4.7% | +0.6% | -2.1% |
| 30D | +7.0% | -6.0% | +13.0% | +9.7% |
| 3M | -2.1% | -8.0% | +5.9% | +1.1% |
| 6M | +133.1% | -23.2% | +156.2% | +158.5% |
| YTD | +241.9% | -28.1% | +270.0% | +288.8% |
| 1Y | +548.8% | -27.3% | +576.0% | +636.4% |
| 3Y | +1,308.2% | +208.7% | +1,099.5% | +792.3% |
| 5Y | +1,260.7% | +197.7% | +1,063.1% | +754.6% |
| All | +5,731.6% | +1,083.9% | +4,647.7% | +2,812.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling