+7,938.9%
MU vs NRG
+1,598.0%
+6,340.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +7.2% | +9.3% | -2.1% | +2.8% |
| 30D | +14.0% | +1.3% | +12.7% | +13.0% |
| 3M | +5.4% | -6.0% | +11.4% | +8.0% |
| 6M | +170.3% | -22.0% | +192.2% | +199.7% |
| YTD | +250.7% | -24.1% | +274.8% | +292.8% |
| 1Y | +662.1% | -18.0% | +680.1% | +724.3% |
| 3Y | +1,341.2% | +220.0% | +1,121.2% | +703.9% |
| 5Y | +1,319.3% | +201.1% | +1,118.2% | +686.1% |
| 10Y | +5,778.3% | +1,085.1% | +4,693.2% | +1,412.9% |
| All | +7,938.9% | +1,598.0% | +6,340.9% | +2,327.0% |
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 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