+1,263.7%
MU vs NRG
+183.6%
+1,080.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -3.2% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +12.5% | -6.8% | +19.3% | +16.3% |
| 3M | +9.6% | -7.1% | +16.7% | +13.2% |
| 6M | +142.6% | -27.6% | +170.2% | +181.2% |
| YTD | +242.7% | -29.2% | +271.9% | +300.3% |
| 1Y | +599.3% | -29.9% | +629.2% | +722.0% |
| 3Y | +1,308.3% | +198.7% | +1,109.6% | +737.5% |
| 5Y | +1,263.7% | +192.9% | +1,070.8% | +701.3% |
| All | +1,263.7% | +183.6% | +1,080.1% | +701.3% |
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