-40.9%
NRG vs MLM
-12.9%
-27.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.9% | -2.9% | +3.7% | +1.8% |
| 30D | -9.6% | +10.4% | -20.0% | -13.7% |
| 3M | -17.9% | -3.7% | -14.2% | -17.0% |
| 6M | -29.1% | -10.3% | -18.8% | -26.5% |
| YTD | -38.1% | -14.8% | -23.3% | -35.9% |
| 1Y | -40.9% | -13.9% | -27.0% | -38.6% |
| All | -40.9% | -12.9% | -27.9% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling