+1,567.2%
NRG vs MLM
+1,453.0%
+114.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.3% | +5.9% |
| 7D | +7.1% | -2.9% | +10.0% | +8.4% |
| 30D | -1.4% | -6.8% | +5.4% | +1.6% |
| 3M | -10.5% | -11.2% | +0.8% | -6.6% |
| 6M | -26.7% | -21.8% | -4.9% | -19.3% |
| YTD | -24.5% | -17.0% | -7.6% | -19.1% |
| 1Y | -18.6% | -16.4% | -2.2% | -13.3% |
| 3Y | +227.1% | +14.5% | +212.7% | +204.4% |
| 5Y | +198.8% | +41.7% | +157.0% | +148.6% |
| 10Y | +1,122.3% | +200.0% | +922.2% | +590.6% |
| All | +1,567.2% | +1,453.0% | +114.2% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling