-23.4%
NRG vs MDLN
-7.1%
-16.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -4.7% | -11.1% | +6.4% | -4.9% |
| 30D | -6.0% | -8.4% | +2.4% | -6.1% |
| 3M | -8.0% | -12.4% | +4.4% | -9.8% |
| 6M | -23.2% | -23.3% | +0.1% | -22.6% |
| YTD | -28.1% | -22.5% | -5.5% | -24.8% |
| All | -23.4% | -7.1% | -16.3% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling