-49.7%
NRG vs M
+36.6%
-86.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +7.6% | -21.1% | -14.5% |
| 7D | -13.7% | +8.3% | -22.0% | -14.8% |
| 30D | -13.6% | +14.2% | -27.7% | -15.6% |
| 3M | -28.5% | -1.1% | -27.4% | -28.5% |
| 6M | -45.8% | +36.6% | -82.4% | -49.4% |
| YTD | -46.9% | +19.8% | -66.7% | -50.4% |
| 1Y | -49.7% | +37.2% | -86.9% | -53.9% |
| All | -49.7% | +36.6% | -86.3% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling