+924.9%
NRG vs MLM
+138.2%
+786.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | +10.0% | -0.9% | +10.9% | +10.5% |
| 30D | -3.2% | +9.0% | -12.3% | -7.0% |
| 3M | -18.5% | -5.6% | -12.9% | -16.8% |
| 6M | -25.3% | -10.7% | -14.6% | -22.6% |
| YTD | -38.1% | -17.2% | -21.0% | -33.9% |
| 1Y | -40.7% | -14.2% | -26.5% | -37.6% |
| 3Y | +121.8% | +15.6% | +106.1% | +105.4% |
| 5Y | +209.2% | +26.2% | +183.0% | +170.9% |
| All | +924.9% | +138.2% | +786.7% | +556.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling