-45.3%
NRG vs MDLN
+13.6%
-58.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -3.4% |
| 7D | -17.0% | +24.2% | -41.3% | -14.8% |
| 30D | -21.9% | +11.8% | -33.7% | -19.8% |
| 3M | -32.9% | +8.4% | -41.4% | -31.4% |
| 6M | -48.4% | -12.3% | -36.1% | -46.4% |
| YTD | -48.7% | -5.3% | -43.3% | -44.9% |
| All | -45.3% | +13.6% | -58.9% | -40.7% |
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