+208.7%
NRG vs MCO
+42.6%
+166.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -4.7% | -3.8% | -0.9% | -3.3% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -8.0% | +7.7% | -15.7% | -11.7% |
| 6M | -23.2% | +7.0% | -30.1% | -26.5% |
| YTD | -28.1% | -6.4% | -21.6% | -27.0% |
| 1Y | -27.3% | -7.6% | -19.6% | -25.9% |
| 3Y | +208.7% | +43.2% | +165.4% | +157.0% |
| All | +208.7% | +42.6% | +166.0% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling