-18.6%
NRG vs M
+46.1%
-64.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +5.9% |
| 7D | +7.1% | +4.7% | +2.4% | +6.2% |
| 30D | -1.4% | -9.6% | +8.2% | +0.4% |
| 3M | -10.5% | +0.9% | -11.3% | -11.1% |
| 6M | -26.7% | +22.3% | -49.0% | -30.5% |
| YTD | -24.5% | +6.5% | -31.1% | -27.5% |
| 1Y | -18.6% | +38.8% | -57.3% | -25.3% |
| All | -18.6% | +46.1% | -64.7% | -25.3% |
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