-49.7%
NRG vs MKTX
+5.4%
-55.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | 0.0% | -13.5% | -13.5% |
| 7D | -13.7% | +0.5% | -14.2% | -13.8% |
| 30D | -13.6% | +1.0% | -14.5% | -13.7% |
| 3M | -28.5% | +2.5% | -31.0% | -28.7% |
| 6M | -45.8% | +8.0% | -53.8% | -46.8% |
| YTD | -46.9% | -7.3% | -39.7% | -47.1% |
| 1Y | -49.7% | +4.7% | -54.4% | -50.4% |
| All | -49.7% | +5.4% | -55.1% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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