+1,516.1%
NRG vs MTB
+375.4%
+1,140.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +3.9% | +1.1% | +2.8% | +3.5% |
| 30D | -3.0% | -4.6% | +1.6% | -1.5% |
| 3M | -10.9% | +6.3% | -17.2% | -12.9% |
| 6M | -25.3% | +15.6% | -40.9% | -29.0% |
| YTD | -26.8% | +20.6% | -47.4% | -31.6% |
| 1Y | -23.3% | +22.5% | -45.8% | -28.8% |
| 3Y | +208.6% | +114.4% | +94.2% | +135.3% |
| 5Y | +194.1% | +101.9% | +92.2% | +122.7% |
| 10Y | +1,123.6% | +170.4% | +953.2% | +686.5% |
| All | +1,516.1% | +375.4% | +1,140.7% | +748.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling