+201.1%
NRG vs MLM
+43.0%
+158.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | +9.3% | +1.4% | +7.9% | +8.6% |
| 30D | +1.3% | -6.5% | +7.8% | +4.4% |
| 3M | -6.0% | -7.4% | +1.4% | -3.6% |
| 6M | -22.0% | -15.8% | -6.1% | -16.3% |
| YTD | -24.1% | -17.4% | -6.7% | -18.1% |
| 1Y | -18.0% | -17.9% | -0.1% | -11.7% |
| 3Y | +220.0% | +18.9% | +201.2% | +193.2% |
| 5Y | +201.1% | +43.4% | +157.7% | +153.5% |
| All | +201.1% | +43.0% | +158.1% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling