+193.5%
NRG vs MTZ
+168.2%
+25.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.2% |
| 7D | -4.7% | +1.4% | -6.0% | -5.2% |
| 30D | -6.0% | -14.5% | +8.5% | 0.0% |
| 3M | -8.0% | -32.9% | +25.0% | +5.6% |
| 6M | -23.2% | -20.8% | -2.3% | -17.7% |
| YTD | -28.1% | +10.6% | -38.7% | -32.8% |
| 1Y | -27.3% | +27.1% | -54.3% | -35.6% |
| 3Y | +208.7% | +166.1% | +42.5% | +120.9% |
| All | +193.5% | +168.2% | +25.3% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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