+1,516.1%
NRG vs MET
+478.6%
+1,037.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +3.9% | -0.8% | +4.6% | +4.1% |
| 30D | -3.0% | -1.4% | -1.6% | -2.6% |
| 3M | -10.9% | +12.5% | -23.4% | -15.0% |
| 6M | -25.3% | +37.1% | -62.4% | -33.6% |
| YTD | -26.8% | +23.8% | -50.6% | -32.7% |
| 1Y | -23.3% | +24.1% | -47.4% | -29.7% |
| 3Y | +208.6% | +65.2% | +143.4% | +155.0% |
| 5Y | +194.1% | +82.3% | +111.9% | +133.7% |
| 10Y | +1,123.6% | +241.6% | +882.0% | +648.9% |
| All | +1,516.1% | +478.6% | +1,037.5% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling