-19.6%
NRG vs MDLN
+4.5%
-24.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +7.1% | +3.7% | +3.4% | +7.2% |
| 30D | -1.4% | -0.2% | -1.2% | -1.5% |
| 3M | -10.5% | +6.2% | -16.7% | -12.8% |
| 6M | -26.7% | -14.7% | -12.1% | -26.0% |
| YTD | -24.5% | -12.9% | -11.6% | -20.9% |
| All | -19.6% | +4.5% | -24.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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