+714.9%
NRG vs MGY
+210.4%
+504.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | +3.5% | -8.2% | -5.5% |
| 30D | -6.0% | +5.3% | -11.2% | -7.3% |
| 3M | -8.0% | +2.6% | -10.6% | -9.0% |
| 6M | -23.2% | -3.3% | -19.9% | -23.4% |
| YTD | -28.1% | +29.2% | -57.3% | -33.8% |
| 1Y | -27.3% | +18.0% | -45.3% | -31.7% |
| 3Y | +208.7% | +30.0% | +178.6% | +180.5% |
| 5Y | +197.7% | +92.7% | +105.0% | +137.3% |
| All | +714.9% | +210.4% | +504.5% | +394.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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