-52.8%
NRG vs MRSH
+17.6%
-70.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.5% |
| 7D | -17.0% | +6.3% | -23.3% | -14.2% |
| 30D | -21.9% | +21.9% | -43.8% | -13.9% |
| 3M | -32.9% | +9.4% | -42.3% | -30.0% |
| 6M | -48.4% | +25.9% | -74.3% | -42.2% |
| YTD | -48.7% | +14.7% | -63.4% | -44.0% |
| 1Y | -52.8% | +19.3% | -72.1% | -47.6% |
| All | -52.8% | +17.6% | -70.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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