+193.5%
NRG vs MTB
+104.1%
+89.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -6.0% | -4.8% | -1.2% | -4.4% |
| 3M | -8.0% | +6.0% | -13.9% | -10.1% |
| 6M | -23.2% | +19.6% | -42.8% | -28.1% |
| YTD | -28.1% | +21.5% | -49.5% | -33.2% |
| 1Y | -27.3% | +24.7% | -52.0% | -33.2% |
| 3Y | +208.7% | +108.6% | +100.1% | +138.9% |
| All | +193.5% | +104.1% | +89.3% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling