+1,065.2%
NRG vs MET
+249.3%
+815.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | -6.0% | +0.5% | -6.5% | -6.3% |
| 3M | -8.0% | +11.6% | -19.6% | -13.1% |
| 6M | -23.2% | +40.8% | -63.9% | -34.8% |
| YTD | -28.1% | +25.7% | -53.7% | -36.0% |
| 1Y | -27.3% | +24.4% | -51.6% | -35.1% |
| 3Y | +208.7% | +67.5% | +141.2% | +138.6% |
| 5Y | +197.7% | +85.8% | +111.8% | +118.3% |
| All | +1,065.2% | +249.3% | +815.9% | +466.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling