+1,464.0%
NRG vs MKC
+467.0%
+997.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -0.2% | -2.8% | +2.6% | +0.9% |
| 30D | -6.8% | -3.4% | -3.4% | -5.7% |
| 3M | -7.1% | +3.8% | -10.9% | -9.4% |
| 6M | -27.6% | -17.9% | -9.6% | -22.8% |
| YTD | -29.2% | -23.6% | -5.6% | -22.7% |
| 1Y | -29.9% | -23.1% | -6.8% | -24.2% |
| 3Y | +198.7% | -31.5% | +230.2% | +227.6% |
| 5Y | +192.9% | -33.1% | +226.0% | +215.9% |
| 10Y | +1,084.1% | +29.3% | +1,054.8% | +736.5% |
| All | +1,464.0% | +467.0% | +997.0% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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