-49.7%
NRG vs MET
+35.0%
-84.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.2% | -15.7% | -13.7% |
| 7D | -13.7% | +3.9% | -17.6% | -14.1% |
| 30D | -13.6% | +6.8% | -20.4% | -14.2% |
| 3M | -28.5% | +7.7% | -36.2% | -29.2% |
| 6M | -45.8% | +32.9% | -78.7% | -49.7% |
| YTD | -46.9% | +33.9% | -80.8% | -51.2% |
| 1Y | -49.7% | +33.0% | -82.7% | -53.8% |
| All | -49.7% | +35.0% | -84.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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