+193.5%
NRG vs MRSH
+18.2%
+175.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | -4.8% | +0.1% | -3.9% |
| 30D | -6.0% | -6.3% | +0.4% | -5.0% |
| 3M | -8.0% | +5.8% | -13.8% | -9.8% |
| 6M | -23.2% | +2.8% | -25.9% | -24.5% |
| YTD | -28.1% | -3.1% | -24.9% | -28.2% |
| 1Y | -27.3% | -11.3% | -16.0% | -25.1% |
| 3Y | +208.7% | -5.0% | +213.6% | +201.0% |
| All | +193.5% | +18.2% | +175.3% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling