+1,489.3%
NRG vs MCO
+1,998.0%
-508.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -4.7% | -3.8% | -0.9% | -3.2% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -8.0% | +7.7% | -15.7% | -11.4% |
| 6M | -23.2% | +7.0% | -30.1% | -26.2% |
| YTD | -28.1% | -6.4% | -21.6% | -27.6% |
| 1Y | -27.3% | -7.6% | -19.6% | -26.7% |
| 3Y | +208.7% | +43.2% | +165.4% | +158.9% |
| 5Y | +197.7% | +29.6% | +168.1% | +154.7% |
| 10Y | +1,103.3% | +389.2% | +714.1% | +498.0% |
| All | +1,489.3% | +1,998.0% | -508.6% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling