+193.5%
NRG vs MKTX
-60.5%
+253.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.7% | -0.2% | -4.4% | -4.7% |
| 30D | -6.0% | +0.7% | -6.7% | -6.0% |
| 3M | -8.0% | +40.8% | -48.7% | -10.4% |
| 6M | -23.2% | -8.0% | -15.2% | -23.1% |
| YTD | -28.1% | -8.7% | -19.3% | -28.0% |
| 1Y | -27.3% | -11.8% | -15.4% | -27.1% |
| 3Y | +208.7% | -24.0% | +232.7% | +206.0% |
| All | +193.5% | -60.5% | +253.9% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling