+1,464.0%
NRG vs MTZ
+1,594.9%
-130.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.4% |
| 7D | -0.2% | 0.0% | -0.1% | -0.1% |
| 30D | -6.8% | -14.8% | +8.0% | -3.2% |
| 3M | -7.1% | -30.8% | +23.7% | +0.2% |
| 6M | -27.6% | -22.6% | -4.9% | -23.8% |
| YTD | -29.2% | +6.8% | -36.0% | -30.9% |
| 1Y | -29.9% | +22.1% | -52.0% | -33.6% |
| 3Y | +198.7% | +153.1% | +45.6% | +138.3% |
| 5Y | +192.9% | +161.4% | +31.5% | +127.3% |
| 10Y | +1,084.1% | +723.1% | +361.0% | +584.2% |
| All | +1,464.0% | +1,594.9% | -130.9% | +675.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling