-23.2%
NRG vs MDLN
-24.3%
+1.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -4.7% | -11.1% | +6.4% | -5.1% |
| 30D | -6.0% | -8.4% | +2.4% | -6.2% |
| 3M | -8.0% | -12.4% | +4.4% | -10.9% |
| 6M | -23.2% | -23.3% | +0.1% | -21.5% |
| All | -23.2% | -24.3% | +1.1% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling