+1,464.0%
NRG vs MDY
+740.0%
+724.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.4% |
| 7D | -0.2% | -2.5% | +2.3% | +2.3% |
| 30D | -6.8% | -5.0% | -1.7% | -2.1% |
| 3M | -7.1% | +0.5% | -7.6% | -7.6% |
| 6M | -27.6% | +8.0% | -35.6% | -32.2% |
| YTD | -29.2% | +12.2% | -41.4% | -35.9% |
| 1Y | -29.9% | +14.0% | -43.9% | -37.4% |
| 3Y | +198.7% | +48.2% | +150.5% | +112.9% |
| 5Y | +192.9% | +46.1% | +146.8% | +108.4% |
| 10Y | +1,084.1% | +173.8% | +910.4% | +360.4% |
| All | +1,464.0% | +740.0% | +724.0% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling