+228.0%
NRG vs MLM
+20.2%
+207.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.3% | +5.8% |
| 7D | +7.1% | -2.9% | +10.0% | +8.7% |
| 30D | -1.4% | -6.8% | +5.4% | +2.2% |
| 3M | -10.5% | -11.2% | +0.8% | -5.7% |
| 6M | -26.7% | -21.8% | -4.9% | -17.2% |
| YTD | -24.5% | -17.0% | -7.6% | -17.9% |
| 1Y | -18.6% | -16.4% | -2.2% | -12.3% |
| All | +228.0% | +20.2% | +207.8% | +192.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling