-18.6%
NRG vs MDY
+17.9%
-36.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.3% |
| 7D | +7.1% | +0.1% | +7.0% | +6.9% |
| 30D | -1.4% | -1.5% | +0.1% | +0.7% |
| 3M | -10.5% | +0.8% | -11.2% | -11.5% |
| 6M | -26.7% | +7.4% | -34.2% | -33.4% |
| YTD | -24.5% | +15.2% | -39.7% | -35.7% |
| 1Y | -18.6% | +16.5% | -35.1% | -31.7% |
| All | -18.6% | +17.9% | -36.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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