+946.0%
NRG vs MKTX
+1,442.6%
-496.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.7% | -0.2% | -4.4% | -4.6% |
| 30D | -6.0% | +0.7% | -6.7% | -6.1% |
| 3M | -8.0% | +40.8% | -48.7% | -14.4% |
| 6M | -23.2% | -8.0% | -15.2% | -22.6% |
| YTD | -28.1% | -8.7% | -19.3% | -27.5% |
| 1Y | -27.3% | -11.8% | -15.4% | -26.5% |
| 3Y | +208.7% | -24.0% | +232.7% | +212.0% |
| 5Y | +197.7% | -60.3% | +258.0% | +237.0% |
| 10Y | +1,103.3% | +5.0% | +1,098.4% | +981.5% |
| All | +946.0% | +1,442.6% | -496.6% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling