+1,489.3%
NRG vs MRSH
+555.3%
+934.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | -4.8% | +0.1% | -2.6% |
| 30D | -6.0% | -6.3% | +0.4% | -3.3% |
| 3M | -8.0% | +5.8% | -13.8% | -11.4% |
| 6M | -23.2% | +2.8% | -25.9% | -25.9% |
| YTD | -28.1% | -3.1% | -24.9% | -29.2% |
| 1Y | -27.3% | -11.3% | -16.0% | -25.8% |
| 3Y | +208.7% | -5.0% | +213.6% | +199.8% |
| 5Y | +197.7% | +19.2% | +178.5% | +156.1% |
| 10Y | +1,103.3% | +217.4% | +885.9% | +543.0% |
| All | +1,489.3% | +555.3% | +934.1% | +435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling