-49.7%
NRG vs MUB
+0.1%
-49.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.4% | -14.0% | -14.4% |
| 7D | -13.7% | +0.6% | -14.3% | -14.9% |
| 30D | -13.6% | +3.2% | -16.8% | -20.9% |
| 3M | -28.5% | -1.1% | -27.5% | -22.6% |
| 6M | -45.8% | -1.1% | -44.6% | -41.0% |
| YTD | -46.9% | -0.5% | -46.5% | -39.8% |
| 1Y | -49.7% | 0.0% | -49.7% | -42.8% |
| All | -49.7% | +0.1% | -49.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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