-49.7%
NRG vs MTB
+27.0%
-76.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.2% | -14.7% | -13.7% |
| 7D | -13.7% | +2.0% | -15.7% | -14.0% |
| 30D | -13.6% | +2.9% | -16.5% | -14.1% |
| 3M | -28.5% | -10.7% | -17.9% | -26.9% |
| 6M | -45.8% | +6.3% | -52.1% | -47.8% |
| YTD | -46.9% | +13.8% | -60.7% | -49.7% |
| 1Y | -49.7% | +27.7% | -77.4% | -53.0% |
| All | -49.7% | +27.0% | -76.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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